That's quite a history!
After my MIL passed away, I looked into DH's family. All Russians who immigrated between 1900 and 1920. They also changed names but I found DH's paternal grandfather's original last name thanks to GF's rebel sister. When she married, she provided her original last name as well as the changed name. After finding that, I found everybody else. She was banned from the family because she married outside of her faith.
Found out that DH's maternal GF had left behind a wife and two children in Russia, then married again here. We don't know what happened to the first family - maybe she refused to come, maybe she died in the violence of Russia before she could come. However, about 8 months before marrying DH's grandmother, he stated on a document that he had a wife and two children. Apparently, this was not uncommon.
It's great to do the research provided that you can accept what you might find.