As Eduardo Cardoso Mascarenhas de Lemos noticed, we don't believe that Amélie d'Orléans, Rainha consorte de Portugal e Algarves could be considered as an ex-partner of him. I found only this from Wikipedia:
«He was interested in Princess Amélie of Orléans, the eldest daughter of Prince Philippe, Count of Paris. Nicholas described her as "beautiful and large of stature, beautiful eyes, but not very pretty all the while a beautiful person". He asked his parents' permission to marry her, but she was Catholic and her family was unwilling to allow her to convert and they were also eager to marry her to the King Carlos I of Portugal. Nicholas Mikhailovich never came close to marriage again, instead having many affairs. It was generally believed in the Imperial family that he had fathered several illegitimate children. He mentions in a letter of 1910 that he had fallen in love again, "imagine that, in love at fifty one". His great love was Princess Elena (Nelly) Mikhailovna Bariatinskaya.»