Still alive.

While the [Bolshevik] murderers were concealing traces of their crime [the execution of the Romanov family], another act of the Romanov tragedy was played out at Alapaevsk, 140 kilometers northeast of Ekaterinburg. Here, the Bolsheviks had kept in confinement since May 1918 several members of the Imperial clan: Grand Duke Sergei Mikhailovich, Grand Duchess Elizaveta Fedorovna (the widow of Grand Duke Sergei Aleksandrovich, murdered by terrorists in 1905, and sister of the ex-Empress, now a nun), Prince Vladimir Pavlovich Palei (Paley), and three sons of Grand Duke Constantine – Igor, Constantine, and Ivan. Attended by aides and domestics, they lived under house arrest, in a school building outside Alapaevsk guarded by Russians and Austrians.

[…]

On July 17, the day the Imperial family was murdered, the Alapaevsk prisoners were told they would be moved to a safer place. That evening the authorities staged a mock attack on the school building where the Romanovs were held by an armed band disguised as “White Guardists.” The prisoners were said to have taken advantage of the ensuing melee to escape. In reality, they were taken to a place called Verkhniaia Siniachikha, marched into the woods, severely beaten, and killed.

[…]

Autopsies performed by the Whites revealed that all the victims, save for Grand Duke Sergei, who apparently resisted and was shot, were still alive when thrown into the mineshaft where they were found. The five victims and the nun companion of Grand Duchess Elizaveta perished from lack of air and water, possibly only days afterward. The postmortem revealed traces of earth in the mouth and stomach of Grand Duke Constantine.