i will have to look into this more, but i will say that it not being in either of their diaries isn’t great evidence against it. nicholas ii diaries were a very mundane recording of the events of the day - things like “walked with the children. met with ministers. went for a swim.” etc. he almost never wrote about anything dramatic or recorded any of his emotions. it was a custom for royalty of the time to keep these sorts of journals - not talking about their feelings, like we would in a diary today, but recording the events of the day as a form of self discipline. even if nicholas nikolaevich did threaten to kill himself in the tsar’s presence, it’s unlikely either of them would have written that in their diary.