Wagner is certainly a German name but it could be a misspelling. However it could well be the other way round, Wegner is the original misspelling of Wagner. There are 69,000+ entries for Wagner in the German telephone directory, 7,000+ for Wegner. Obviously whichever way it was, Wegner was the permanent usage in England. However if he was Russian he could not have been born in Danzig (Gdansk) because that was in the German empire so he would have been German. There were many German settlements in what is today's Ukraine particularly in the Volga region where Germans were invited to settle by Catherine the Great and in what was eastern Poland before the 1795 partition. The Moscow suburb of Arbat has that name because it was the area where the German workers (Arbeiter) settled. If the family were Catholic it is more likely to have been Poland.