A Russian would not say to another Russian, "I am Alexandra Udinov, daughter of Nikolai Udinov." She'd say "I am Alexandra Nikolaevna Udinova" -- using the patronymic (an essential part of a full Russian name) and the feminine form of her surname.
Nikita says two words in Russian, which are subtitled as "They'll assume his daughter burned in the fire." Even in Russian that should take at least four words.
Vlad makes a parallel between Alex's father's death and that of the last Tsar and his family, saying they died in a fire; in fact the Tsar and his family were shot.