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I understand the differences and how the patronymics are named for the father's first name, but why is it that the final letter in some patronymics isn't included? For example, the patronymics of Nicholas II's children were Nikolaevna (for his daughters) or Nikolaevitch (for his son), even though Nicholas' name in Russian was Nikolay and Nikola isn't used in Russia last I checked.

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And in the case of Catherine II, why was her patronymic Alekseyevna if her father was named Christian August, Prince of Anhalt-Zerbst?

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I hope someone can answer this. Thank you.