Just wondering if there are any interviews or records from people who saw the end of Tsarist rule who lived long enough to see the end of the Soviet Union.
Using the broadest definition, the Soviet Union was only around for 74 years (November 7, 1917 was the October Revolution; December 31, 1991 the USSR officially ceased to exist).
There would have been many people who lived through that, even in such a tumultuous climate as what that region experienced. For example one of Stalin's associates, Lazar Kaganovich, only died in July 1991 (some 5 months before the Soviet Union dissolved); he was born in 1893 and having joined the Bolsheviks prior to 1917 was considered an "Old Bolshevik" (a term used for Party members who joined before the Revolution; many were purged in the 1930s by Stalin). He was quite critical of the Soviet leadership in his later years, and did not like the reforms Gorbachev implemented. He did give an interview with an Italian paper in 1990 (here's the Google Translate version), but I don't know if he said anything later.
As for whether any pensioners wrote a memoir about life in all three states, I cannot say for certain, but it is definitely possible. Though Kaganovich's life can serve as a springboard for what you are looking for I think.