Isn't CHG a mixture of Dzudzuana with ANE and EHG a mixture of ANE with WHG ?
It seems to me that the Dzudzuana in Transcaucasia turned into CHG when the forbears of the EHG arrived north of the Caucasus and mixed with the Dzudzuana folks south of the Caucasus.
Afaik the earliest DNA from north of the Caucasus is from the Wang paper, and it was not EHG, but EHG mixed with CHG, i.e. steppe DNA.
My feeling is that when the EHG forbears arrived, there formed a cline CHG Transcaucasia - steppe Ciscaucasia - EHG further north and a EHG-WHG further west along the Dnjepr and in the Danube Gorge.
Around 4,7 ka the steppe DNA started to expand from Ciscuacasia further into the steppe.
It may be existing steppe DNA coming from Ciscaucasia, or it may be CHG coming from Transcaucasia and mixing there with the EHG, forming a new batch of steppe DNA.
Anyway, as I see it, the CHG was formed at the end of the paleolithic by a mixture of Dzudzuana with the incoming ANE or EHG.
And it is possible that steppe DNA arrived on the steppe because people came from Transcaucasia.
CHG or EHG or steppe, they were all made in the same soup.