Those troublesome monorities...
The challenge did not require that Russia retain the same holdings it did then--there's nothing to prevent a more liberal government from letting some parts go their seperate ways, or perhaps gaining the sort of Home Rule that was finally approved for Ireland in OTL 1914--then postponed for the duration of hostilities, and not re-implemented.
Let the restive territories rule themselves domesticly, with a common currency and defence, and you might keep them--especially if, across the border, bed things are happening, and it's clear that the Imperial Army is keeping those Bad Things at bay...
The challenge did not require that Russia retain the same holdings it did then--there's nothing to prevent a more liberal government from letting some parts go their seperate ways, or perhaps gaining the sort of Home Rule that was finally approved for Ireland in OTL 1914--then postponed for the duration of hostilities, and not re-implemented.
Let the restive territories rule themselves domesticly, with a common currency and defence, and you might keep them--especially if, across the border, bed things are happening, and it's clear that the Imperial Army is keeping those Bad Things at bay...