Did Alix breastfeed all her children? I've read that she did so for Olga but haven't read anything about the rest
Yes she did. There are numerous references to it, most of them including Olga. Here are some:
First, a rather funny incident recored by both Xenia and Nicholas,
“Alix started feeding [Olga] herself. During dinner, the wet-nurse’s son started to take her breast, and we all took turns to go in and watch the spectacle! The wet-nurse stood next to her, looking very satisfied!”
- Xenia’s diary, 5th November 1895
“The first attempt at breast-feeding took place, and ended up with Alix successfully feeding the son of the wet nurse, while the latter gave milk to Olga! Very funny!”
“She finds such a pleasure in nursing our sweet baby herself. For my part I consider it the most natural thing a mother can do and I think the example an excellent one!”
- Nicholas to Queen Victoria, 12th November 1895, no doubt trying to sway her opinion on it (she had a lifelong aversion to mothers feeding their own children, and was shocked when some of her own daughters and granddaughters insisted on doing so)
“Alix is looking well and her nursing the Baby does her the greatest good possible. She is not woken in the night so as to have a good rest.”
“At last I managed to have tea with Alix, who was just feeding the little one at that time.”
“You are surely aware that Alix is herself feeding our dear little daughter, and has turned herself into a veritable ‘goat’. Feeding was quite difficult for the first few days, but now happily the baby has got used to it.”
- Nicholas to his brother George, 14th
“Learned from her [Alix] that she will have to stop feeding the baby before her departure for Moscow. At the moment she is feeding once a day, in the morning while she has coffee with the Emperor; I asked when exactly: before or after the coffee? She replied that the infant feeds while she is drinking her coffee. How delightful!”
- KR’s diary, 10th April 1896
“I went in to Alix, who was feeding the baby.”
- Xenia’s diary, 3rd June 1897
“I hear Alicky is grown very large. Does she still go on nursing? I think it a great mistake in her position.”
- Queen Victoria to Victoria B, 17th November 1897
Rather than primary sources, these three mentions are from Sophie B’s book (I believe all three mentions are from different chapters):
“She nursed her little daughter herself, an official wet-nurse being in attendance in case of unexpected complications. […] Furthermore, she insisted on nursing her babies, which was an additional tie. This she considered a mother’s sacred duty, though it probably exhausted her physically far more than she realised, as she tried at the same time to carry out her official duties. […] She nursed all her children herself, and the baby’s cradle used always to stand in her boudoir in the day-time. When she had to give up nursing the little Grand Duchess Anastasia, she said in a letter to Princess Louis of Battenberg, ‘It is very hard, - she will be given over to the nurses, a moment that always makes me melancholy, as now she is always in my room or next door’.”
To my knowledge, there aren’t any pictures of Alix breastfeeding (although I won’t be surprised if it exists somewhere) but Alix is feeding little Olga on the cover of this edition of ‘Le Petit Journal’ (from @teatimeatwinterpalace ‘s blog)