No they're not named. But what it does explicitly state is that the discontent against the noble Romanovs was literally fermented by demons, and the male lead in one of the palace servants and helps her and her mother escape. Then in the next scene the opening musical number is the people of ~~St Petersburg~~ ~~Petrograd~~ Leningrad singing and dancing in the streets at the rumor that a Romanov princess survived, and they quickly shut up when a commissar (hammer and sickle on his cap) looks at them angrily.

I also have to say, it's a really strange choice that the two leads (and members of the royal family) are the only characters designed to look like ~~real~~ uncanny people, and everyone else looks like a caricature.