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I believe the purest scythian blood is in baltic and east slavic countries (lithuania, russia, belarus etc). Look at autosomal dodecad charts, you'll see why I say this. I believe scythians and sarmatians were mostly R1a with a small amount of R1b. I do not believe they originally had any J, G or I in them at all. Compare y-dna with autosomal and you'll see where I get my ideas from.
The non-slavic scytho-sarmatian theory of bulgarians I believe to be 100% false. This comes from bulgarians who hate turks who do not want to admit the original bulgar tribe was of turkic origin. Either way bulgarians do have some scythian and sarmatian blood that comes from both the slavic and turkic components, as both slavs and turkic peoples all have partial scytho-sarmatian ancestry.
As for the Ossettes (Alani as they call themselves) they have absorbed much caucasus blood and traditions over time due to their location. Jaszones of hungary, the original serbs and croats (the tribes they take their names from) were also Alan tribes (Osprey publishing is a good source for this as it has been later quoted by almost all later sources). The polish also claim sarmatian ancestry, just look up "sarmatism".
As for a genetic connection to the medes I don't know. Scythians did cross the caucasus at one point warring with cimmerians, I think medes were a part of that story as well but I can't remember. I look forward to whatever you come up with though, I have a feeling it will be interesting.