I'm not aware of any specific mythology or folklore associated with them, but
Scandinavian vikings did historically displace to and eventually ruled
a good chunk of western Russia way back when.
Considering the Kievan Rus military history and its on-again, off-again alliances with steppe nomads (Khirgiz, Kazhars, Cumans, Pechenegs...) I wouldn't be surprised if Vanarus had a horse archer component to supplement the Vans.
ETA : It'd also make sense in purely Dominions terms - Sauromatia's barbarian cavalry doesn't figure in Pythium's roster. My guess : they moved somewhere else (Vanarus) before winding up lording it over T'ien Ch'i
Re: Vanarus, Machaka Lion Kings etc
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