There was a notable diaspora of Russian nobility after the Revolution and the Bolsheviks taking control. Could it be possible that the Countess was Russian, but had been living in somewhere like Paris?

Certainly! Hopefully someone can speak to wider trends, but I've researched the life of Coubtess Marguerite Cassini, who lived to a ripe old age in the mid 20th century. Her 1956 autobiography, "Never a Dull Moment," is a fascinating read and can give you an example of one such person.

Edit: I thought I had made this clear, but Cassini is from Russia. Edit edit: my mistake this time, I misread the question- no, nobility did not live in Russia, I doubt that was the implication.

Leaving aside the question of the novel itself, yes there were still nobles living in Russia post-revolution. Up to three million Russians of all classes emigrated between 1917 and 1922 but, while clearly prominent in the popular imagination, nobles did not comprise the majority of these. Nor did the majority of nobles leave Russia.

But let's step back slightly.

Far from the popular image of louche Grand Princes lounging around salons in idleness, the Russian nobility in the late Tsardom was an increasingly diverse and professional class. State service was central to their ethos, a trend reinforced by 1861, with fewer nobles being engaged with agriculture. By the 20th C most nobles did not own land and of those that did the majority of estates were meagre, more fitting of a small farmer. Instead nobles could be found everywhere - in the state's military and bureaucracy, in private enterprise and as professionals (doctors, teachers, lawyers), etc. In addition, approximately a third were 'personal' nobles, ie awarded non-hereditary privileges for services to the state. What bound them was less professional interest than their shared legal privileges.

When the Bolsheviks abolished the nobility as an estate, and the peasantry partitioned the remaining noble lands, those that remained in Russia could choose to fall back on their professional identities. One the one hand they faced a range of discrimination - as lishentsy (former people) they were disenfranchised and formed the lowest of the lowest of the Bolshevik's class hierarchy. Conversely, they were well educated, cultured and possessed the technical skills that the new regime desperately needed.

It wasn't easy, and the Civil War years were lean, but careers could be built in service to the new Soviet state. The most striking examples included officers of the Tsarist army or scientific personnel, both of which were broadly co-opted for the new Soviet project, but any profession could rationalise working with the Bolsheviks as just another way of doing one's patriotic duty to Russia. Loyal service also allowed for the possibility of escaping the lishentsy and reclassifying themselves in a more acceptably proletarian manner.

So for those nobles who remained in Russia - and hadn't the resources to withdraw entirely into private life - adapting to the new revolutionary order was tricky but perfectly possible. The nobility ceased to exist as a class but individual former nobles continued to play important roles in the Russian state.

But I suspect that Christie is drawing on the stereotype of Russian emigres. Even today a Russian princess popping up unexpectedly remains a trope of period drama.

Sources

Drawing largely on Matthew Rendle's Defending the Motherland and Peter Waldron's Governing Tsarist Russia.

Are you sure that the book is set in the same year it was published? I'm a big fan of Christie and a lot of her books seem to take place in a sort of nonspecific post-ww1 environment.

The second possibility I see is that the countess came to England after already having been abroad. This character could conceivably have come to England after having spent a period of time in someplace like Hong Kong, where there was a notable "White Russian" community.