Now that I think about it, Heydrich does have a lot in common with Lavrentiy Beria (Stalin's deputy and described by Stalin himself as "our Himmler", Beria is quoted as saying "show me the man and I'll find you the crime"), and Erich Mielke (head of the East German Stasi), so his Abwehr may well resemble the KGB in function and effectiveness.
As for people arrested in Stalin's purges that could be of use (there are countless good people that were innocent and still sent to the gulags), here are some of the most outstanding Soviet individuals sent to the gulags and/or killed during the purges:
Mikhail Tukhachevsky: Soviet military theorist and general, noted for helping develop the Deep Battle doctrine and the theories behind it, which was standard Soviet doctrine during the later half of WWII, and was followed by most successful Soviet military leaders and strategists during the war (notably Zhukov and Rokossovsky). Deep Battle has often been considered the Soviet counterpart to Blitzkrieg, and is regarded as just as effective when implemented properly. It should be noted, however, that his last words were that he remained dedicated to his motherland and to Comrade Stalin, right before Stalin had him executed, so it's difficult to see how he could be recruited by the Abwehr, even if he was sentenced to death by his own country.
Konstantin Rokossovsky: Soviet general, noted for having a major role in planning the most successful Soviet operations of WWII, most notably those at Stalingrad, Kursk, and Bagration (Spring 1944 Offensive)
Andrei Tupolev: Aircraft designer, noted for designing the Tu-2 bomber, the 2nd most important multi-engine Soviet aircraft of WWII. His design bureau was later responsible for designing most major Soviet bombers during the Cold War, as well as all heavy bombers currently in service with the Russian Air Force.
Vladimir Petlyakov: Aircraft designer, noted for leading the design team of the Pe-2 light bomber, the most important multi-engine Soviet aircraft of WWII. The Pe-2 is often compared to the Junkers Ju 88 and the De Havilland Mosquito due to its ubiquity and versatility. After his release, he worked to refine the aircraft until his death in an airplane crash in January 1942, cutting short a brilliant career.
Vladimir Myasischev: Aircraft designer, noted for having a hand in designing the Pe-2 under Vladimir Petlyakov, and later designing many other Soviet bombers during the Cold War.
Ivan Kleymyonov,
Georgy Langemak,
Sergei Korolev, and
Valentin Glushko: Rocket pioneers working at the Jet Propulsion Research Institute, where they helped design the Katyusha rockets. Langemak and Kleymenov were executed during the Purges, but Korolev and Glushko went on to lead the Soviet space and rocket engine programs, respectively. Korolev designed the rockets that launched Sputnik, Vostok, and Soyuz, and Glushko designed the engines that powered them, as well as a series of engines that include the RD-170, a variant of which powers the current Atlas V rocket (which has caused controversy due to the embargoes on Russia). Korolev in particular has often been considered the Soviet counterpart to Werner Von Braun himself.
It should be noted that all of these designers had already distinguished themselves before their arrests, so it would not be hard for the Abwehr to identify them as priorities to be smuggled out of the USSR.
It's also a stretch considering their Master Race theories, but if Wagner was really clever he could do something like a Second
Edict of Potsdam, encouraging refugees from the USSR to come to Germany, although that line of thought would be very unlikely.