Yes, they were "around" Russia - namely, in the lands where Russian state would later develop.
Sauromatian/Sarmatian (both names are used, sometimes interchangebly) tribes were of Indo-Iranic origin and had beaten Scythians from these steppes, partly assimilating them. They are considered to be inventors of stirrups and normal lances. AFAIK, the only thing they had in common with Dacians was that both fought Romans. But Sarmatians were far more successful in this...
Still later, they were absorbed into Hunns' empire, providing main heavy cavalry (though some served Romans by the time). After the fall of Hunns remaining Sarmatian tribes moved to the south-east, to the edge of Caucasus Mountains. And some of them at least took part in the beginning of a gathering of Slavic and other tribes which later turned into a Russian state (language, though, took only a few words from them - mostly horsemanship-related afair).
And yes, they are considered to be the base for the Amazons' legends due to both map placement, the fact that Sarmatians had a tradition of women taking part in fighting and hunts and the likeness of Amazons' depictings to the Sarmatian dress (though Scythian was also close enough).
By the way, some troubles with wiki remain, too. And possibly it would be good for turns beyond the 1st to be accessible...
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