As far as I know, requirement to store personal data in Russia don't requires you to not store them outside of Russia in most cases. Thus said, you may to create another database for several tables in Russia and just keep it up to date with your main database. You can hook into multiple methods in the \IPS\Db class (insert, update, delete and so on) and run additional query to your Russian database each time it is ran to core_members_* in your main database.
But anyway you should consult with your lawyer and Roskomnadzor before doing this.