When Alina first went into her suite at the Little Palace...
and after first bursting into tears she then started to rummage through the drawers in an anxious way looking for something. She found what looked like a letter opening knife and then went to the bed and slid it under a pillow. What the hell was she doing ?
To answer my own question she was getting herself a weapon and hiding it under the pillow. So the "not much of a mystery" solved.