This is what I was going to suggest as the easiest and most feasible way to get a sedentary Sarmatian state - Think of what happened in history when other nomadic peoples conquered a settled kingdom, like the Huns or the Mongols. Since the Bosporan kingdom is so small, that also puts the Sarmatians at an advantage when it comes to preserving more of their culture. The Crimean Goths that moved into that area during the Dark Ages managed to maintain their language until the 1700's by adapting such a hybrid culture.
Thats the entire idea