Scythians were a civilization that flourished as per present evolving study of Ancient Human civilizations, in Central Asia, sometimes described as Inner Asia.
The Scythian people were referred to in Mahabharatha, one of the two great Epics of India as Milechas, that is those who do not follow Vedic system of Living.
They were called as Sakas and the region they lived was called Saka Dweepa, Saka Island.
The island might refer to the present Black Sea and the Sakas could have lived north of Black Sea in the present Russia.
There is ample evidence of these people having evolved from India tribes.
And look at the reference in Mahabharatha here.
‘Sakas are described in Sanskrit sources as a Mlechcha tribe grouped along with the Yavanas, Tusharas and Barbaras. There were a group of Sakas called Apa Sakas meaning water dwelling Sakas, probably living around some lake in central Asian steppes. Sakas took part in Kurukshetra War….
mentions about a whole region inhabited by Sakas called Sakadwipa to the north-west of ancient India, at (6:11):-There in that region are, many delightful provinces where Siva is worshipped, and thither repair the Siddhas, the Charanas, and the Devas. The people there are virtuous, and all the four orders are devoted to their respective occupation. No instance of theft can be seen there. Freed from decrepitude and death and gifted with long life, the people there grow like rivers during the season of rains. The rivers there are full of sacred water, and Ganga herself, distributed as she hath been into various currents, is there as Sukumari, and Kumari, and Seta, and Keveraka, and Mahanadi and the river Manijala, and Chakshus, and the river Vardhanika, these and many other rivers by thousands and hundreds, all full of sacred water, are there. It is impossible to recount the names and lengths of rivers. As heard by all men there, in that region of Saka, are four sacred provinces. They are the Mrigas, the Masakas, the Manasas, and the Mandagas.
The Mrigas for the most part are Brahmanas devoted to the occupations of their order. Amongst the Masakas are virtuous Kshatriyas. The Manasas live by following the duties of the Vaishya order. Having every wish of theirs gratified, they are also brave and firmly devoted to virtue and profit. The Mandagas are all brave Shudras of virtuous behaviour.
In these provinces there is no king, no punishment, no person that deserves to be punished. Conversant with the dictates of duty they are all engaged in the practice of their respective duties and protect one another. This much is capable of being said of the region called Saka.
The region called Sakadwipa is mentioned again at (12:14) as a region to the east of the great Meru mountains.’
Source. https://en.m.wikipedia.org/wiki/Sakas_in_the_Mahabharata
Note that Siva who was only indirectly mentioned in the Vedas through Sri Rudram, there is no Siva Suktha or Hymns directly addressed to Shiva, is mentioned as having been worshiped in Saka Dweepa.
Not only this.
IT was a place where Siddhas lived.
Siddhas are unique to Tamil Culture.
They were realized Souls.
Shiva is regarded as the First Siddha, Adi Siddha.
Agastya, Bhogar and Panini ere his chief disciples.
Agastya along with Shiva is believed to have founded Tamil Language.
Tamil is still spoken in its rudimentary form in the North Western province of present Pakistan.
Tamil Chola King, Sibi ancestor of Lord Rama ruled from the northwest Region of India, where his second capital was located.
Alexander when he invaded India subdued the Sagodas a sub tribe of Sakas.
His wife Roxane was a Saka or Sagoda probably.
IT looks as though the Scythians were connected to Tamils or were Tamils.
Will be writing on Tamils and Scythians:the Vasishta connection to Scythians:Scythian Tamil land anamoly.