Hi deus_eggs, khaurz sairay (may you live/be well)
I've worked on Sauromatian and Sakan names, here are the lists of the personal names, with ancient reconstructed forms (mostly taken from inscriptions written in Hellenic). However note that they do not go further than the 1st century AD as we omitted other names since they occurred after our time period...
These are the Sauromatian ones:
If you want there are also these names, they belong to the Asana, known as Wusun by Han sources. They are also Iranian nomads related to the eastern Skythian tribes:
Unfortunately I have not yet worked on western Skythian names, except in few cases appearing in descriptions, but if you want you can check the book
"Славных предков имена" by Цагараев М.А. listing Skythian names as well. Should you select one I could apply sound laws for reconstructed forms
Overall should you pick some I might be able to provide you with their meaning as well. If you prefer private messages you can find me at the org as Arjos.