As Dr Myshkin tells Frasier and Niles about their ancestor being the scullery maid, the diary of Sonya Romanoff is to the left of the beverage bucket. After the scenes switch from Frasier, then, Niles, and back to all three, the diary is now on the right side of the bucket.
Daphne is not on the phone long enough to get the full story from Donnie about his mom's wedding dress, especially since she does most of the talking.
When Dr. Myshkin leaves, he takes the clock but neglects to also take the diary of Sonya Romanoff, daughter to Tsar Alexander II that he had brought with him to 'prove' that the clock was stolen.
Dr Myshkin refers to the daughter of Tsar Alexander II as "Princess Sonia". The daughter of a Tsar is entitled a Grand Duchess not Princess (Prince/Princess being a lesser title in Russian nobility). Dr Myshkin would know that.