Ok, seems it is time for some work on terminology around here.

Part of the problem is that "Scythian" can be and has been used with more than one meaning. Initially, it was the name the Greeks gave to a group of iranian-speaking nomads that, after ravaging the Iranian plateau and the Near East as far south as Egypt came to be established in roughly the steppes in the northern and northeastern coast of the Black Sea around the late 7th-early 6th centuries BCE. However, these particular nomads were only the westernmost representatives of a larger set of peoples and shared much in their culture and language with other groups that at certain points in history extended eastwards up to what is present day western Mongolia and Tuva. Sometimes all those nomads are called "Scythians" or you see people speaking of an "Scythian culture" that encompasses things from Ukraine to the Altai mountains. The Greek also noted those similarities and they spoke of "Asiatic Scythians" or "Scythians beyond the Jaxartes", or "Dahae Scythians", or, when speaking about a certain people, they would say they were "a Scythian tribe".

Nowadays, if you see "Scythians" without further qualifiers it usually means the guys to the North of the Black Sea. If folks want to be particulary precise, they often use "European Scythians" or, more rarely, "Pontic Scythians".

Now, the Achaemenid Persians also knew about those steppe nomads and, living where they did, they had quite a bit of direct contact (including a number of wars) with a greater variety of them. They called most of them "Sakâ", but distinguished a number of subgroups within them. Thus, the Persians spoke about Saka Paradraya (Saka across the sea, quite likely the Scythians of the Black Sea), Saka Trigrakhauda (Saka with the pointed hats), Saka Haumavarga (Saka that drink haoma) or Apa Saka (Water Saka). The Greeks also obtained information about the nomads from the Persians and started using the term "Saka" alongside with "Scythians" thus starting a certain confusion that, to some extent, has reached up ot our days.

Finally, the Chinese are the third people with direct contact with the iranian-speaking nomads (the easternmost ones) and that have left some substantial written information about them. In Chinese sources these nomads are called "Sai". However, the Chinese character would have been actually pronounced something like "Sak" or "Sek" in Old Chinese, quite similar to the Persian "Saka".

How are we dealing with all the above in EB? Well, for one thing we are restricting "Scythian" to the Black Sea nomads, or rather, ex-nomads to a substantial extent by 272 BCE (of course, this being EB, we are using "Skuda", which we think was the original word in the Scythian language, for unit names and such) and we are using "Saka" for the nomads that lived in roughly our provinces of Saka Yabgu, Wusun Yabgu, Kangha, Dahyu Haomavarga, Dayuan and, to some extent, Yuezhi Yabgu. I guess this isn't exactly simple, but I hope I've managed to explain to some extent.

And that brings us to the original question of who was in Yuezhi Yabgu in 272 BCE. Our current Yuezhi Yabgu corresponds to roughly the western half of the Tarim Basin. What you have there is a really, really harsh desert, the Taklamakan. There were (still are) a number of oasis cities that managed to implement some sort of irrigation and also profitted fom being stopping points for the trade caravans crossing the desert. First, I'll say that some scholars do believe that the Yuezhi dominion included that area. Some say that they exerted "control" over the oasis cities, a few go as far as to claim that they would have been physically present in what would be the northeastern corner of Yuezhi Yabgu. Those opinions were the ones that led to the initial inclusion of the Yuezhi. However, they are in the minority, our own analysis also went the other way and, in any case, faction spots are too valuable to assign them to factions over which there can be "reasonable doubt".

Anyway, who lived in the oases of the Taklamakan? The short answer: an Indo-European population quite possibly speaking a unique Indo-European language, the ancestor of the later language that we call Tocharian, with maybe a few Saka-related groups, or, at least, some Saka cultural influence, also being present. Incidentally, it is generally thought that the Yuezhi were also Tocharian speakers and differed in this from most other Indo-European steppe nomads, who spoke languages of the Iranian branch.

Maybe you have heard of the Urumqui/Urumchi mummies or the Tarim mummies? Those exceptionally well-preserved human remains (thanks to the desert's extreme dryness) show that in EB's time there was a Caucasoid population there. Much later, in VI CE we find texts written in a unique Indo-European language, called Tocharian, and paintings showing a people with essentially the same physical features of the mummies in the same places where the mummies were found. It is important to stress that Tocharian texts have never been found in direct relation with the mummies. However, when Tocharian texts appear, they already show two forms of the language: A (eastern Tarim) and B (western Tarim) and the difference between them is big enough (many consider them two different languages) to show they must have been diverging for quite a while. Therefore, it is generally accepted that the mummies belong to the ancestors of the Tocharians and that they spoke an ancestor of that language(s).

Again, perhaps not exactly the most straightforward story, but I hope it helps. If there are further doubts, keep asking and we'll try to answer.