The Bulgars and the Huns were effectively the same thing during Attila's timeframe. One might say that the Bulgar states that emerged later on were essentially successors of the Hunnic Confederation. As to the Khazars, they were probably predominantly Turkic and in any case only emerged much later (late 6th/early 7th century as I recall, in any case after the Göktürk conquest of the Pontic Steppes). Similarly, the Avars were first of all, not Sarmatians (they had clearly Central Asian, Turco-Mongol origins), and secondly, didn't enter Europe until the 6th century (fleeing the Göktürks).
In short, all of these factions would be very inappropriate for Attila's era.