The Nazis admired the Tsarist elite partly on the basis that they were German, or otherwise separate from the Unwashed Masses. Nazism draw much of its ideology of world-struggle from stuff that had existed in the 19th C in Germany (and other countries) and the 19th C pan-Germans had never let Russia's anti-semitism endear it to them, or even the privileged status of its German population: it was a rival in the struggle of nations.
It was the Nazis who progressed to thinking of Russia as the source of living-space - the impressions of WW1 had quite a bit to do wit it - and once that happened, no Russian state of any kind was to be instituted. Any such idea is a shying away from their very explicit plans for the destruction of Russia, Ukraine, and Belarus.
And if it doesn't, then it doesn't, and the Germans have no reason to go conquering Russia (and are a new political movement unlike Nazism in at least one important respect, of course).