One major bummer. Actually, a series of them, referring to the Russian dynastic succession.
At the time of Napoleonic wars Nicholas would not have been considered either a natural heir to Alexander, or a likely candidate for the throne in Constantinople. The second brother in the family (just a bit younger than Alexander) was Constantine, named so expressly as a manifestation of the Russian claim to Roman (Bysantine) throne. Constantine was believed to be the heir to the throne up until Alexander's death in 1825. In truth, he had abdicated a few years previous, due to a marriage to a Catholic Polish woman (he was the Viceroy of Poland at the time). However, this abdiction was not public at the time of Alexander's death and this uncertainty at the moment of succession was exploited during the Decembrist revolt (much of the country did automatically take oath to Constantine. In fact, Constantine's abdication had been such a closely guarded secret that even Nicholas himself first took the oath to his brother, despite himself being nominated as heir in Alexander's will (it's likely that even he didn't know he was to inherit the throne).
(a nice detail: some of the officers at the hart of the Decembrist uprising in 1825 are known to have told their subordinate soldiers that they were fighting for Constantine and Constitution - apparently, some soldiers believed that Constitution was Constantine's wife, the new Empress
) - against the usurper Nicholas. In any case, the rebellion occurred at the moment when most of the army was under the oath to Constantine, not to Nicholas!)
Now, in this alternative timeline Constantine is not the Polish Viceroy, so he is unlikely to be married to a Polish woman and has no reason to abdicate (in any case, it's all too early for this to happen). Furthermore, he had been groomed, at least in part, to be precisely the Roman Emperor in Constantinople, and he is the natural candidate for that throne. This leaves Nicholas the legitimate successor in Russia and, actually, even simplifies the Russian succession in 1825. Back n 1809 Constantine is an adult, around 30 years old. Nicholas is a 13-year old minor - not a very appropriate candidate for the dangerous Bysantine throne.
Finally, even if Constantine did reject all crowns and Nicholas has to be sent to Constantinople, there is also the youngest brother, Michael (27 years old in 1825, and still with another 24 years of life left in him in the real timeline) who would be available to take over from Alexander in 1825. And even if smthg went wrong with Michael, there were still a whole bunch of their sisters, whose male children, though minors at the time, would, most likely, be eligible heirs as well.
