Since you said that multi-volumes are ok, you might want to look into Prit Buttar's works on the Eastern Front:
Collision of Empires: The War on the Eastern Front in 1914,
Germany Ascendant: The Eastern Front 1915,
Russia's Last Gasp: The Eastern Front 1916-17 and
The Splintered Empires: The Eastern Front 1917–21.
Other than that, if you want to read a single book then there's Laura Engelstein's
Russia in Flames. It covers pretty much everything you asked for, starting at 1904, but is mostly focused on the Russian Revolution and the Civil War, which it covers in great detail.
If you are interested mostly in the military history of the Great War, go for Buttar's books. If your interest is centered on the Civil War, then go for Engelstein's. Or both, if you have the time/money/willpower.
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Does anyone have some fiction reading recommendations? I've been reading a lot of history lately, and would like to take a break, but I don't know where to start.