WI: Greek Speaking Pontic population on the Steppe? any time after AD 1

For my fantasy history, I had it so that the roman legion of Carrhae is exiled to Pontus rather than farther east and that the descendants of these people eventually become a tribe of greek-descendant speaking steppe nomads (this was easier to do in the context of my alternate history). I am currently sketching out this Central Asianized Greek right now, as a matter of fact, and honestly finding my way around Greek is a frustrating but indispensible joy.

But this all got me thinking - is it possible, without a world of magic and convenient coincidences enacted by yours truly, for a population of Greek Speaking Pontians (They spoke Greek and Old Persian there, a dialect of Pontic greek even survives today) to not only end up on the steppe but also become a thriving entity there? How would such people affect history? Would they just be another ethnic group to be found in a largely unchanged world or could they be used to catalyze further change? I'm just curious. I'm a big fan of lost tribes of people turning up in faraway places whose origins are in fact from prominent civilizations. The trouble is I don't know very much about the OTL situation with Pontus, only that a lot of my history-minded friends seem to really admire the polity. Any speculation about this is appreciated.
 
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