Here’s a photograph from the January 20 1927 edition of the Toronto Daily Star of a Russian woman with her pet dog.
Lilli Streppetoff (and her pet dog) appear to have vanished into history. The only references I could find of her were from other newspapers around this time that were running the same wire service photo.
There’s always the possibility that Ms. Streppetoff wasn’t actually a Cossack, let alone the daughter of a general killed in the revolution. But there’s no way of knowing.