Historians are still intrigued by the mystery of the prisoner known as the Iron Mask. However, the fate of the illegitimate daughter of Paul I, who spent years in confinement at the Trinity Monastery, is no less tragic.

In 1852, an elder named Anna appealed to Nicholas I and the Holy Synod for her release. However, the emperor and the country's highest spiritual authority unexpectedly refused to free this harmless woman from Penza. Anna confidently told the nuns and acquaintances: "I am the daughter of the emperor!" But they did not believe her, thinking that the old woman simply wanted fame before her death. According to documents, she was the widow of a college assessor, Anna Ivanovna Stepanova. However, she had a cross with the inscription "Princess Anna" and the monogram of Paul I.

Although no one believed her, Anna might have been telling the truth. In 1775, Paul I, already married to Princess Augusta of Hesse-Darmstadt, began an affair with the beauty Alakova. Anna claimed to be 77 years old, which coincides with her birth year of 1775. The illegitimate daughter was not needed by Paul, and the relationship with Alakova deteriorated. Sensing trouble, Alakova sent her daughter to a monastery, where she remained.

When Nicholas I learned of the existence of an older illegitimate sister, he hurried to hide her. This explains his reluctance and the refusal of the Holy Synod to respond to Anna's numerous pleas, as she spent many years in monastic confinement without guilt.