No, I don't know of any connection to Russia. Prussia, yes. Prussia was made of of parts of what today is Russia, Poland, Lithuania, and Germany

Back in the 1800's, I believe, the western side of Prussia was settled by German people. My ancestors come from around the town of Turek, which still exists in Poland today. Its about 100 miles west of Warsaw. In my family line, the Donat surname eventually changed to Donath and finally to Donadt. When the first members of the family came to America in the early 1900's, before WWI, The name was Donadt.