Proto Turks were living in Mongolia and eastern Siberia at the time, Northern of Hsiung Nu, who in turn lived to the east of the Tokharoi (Yuehzi). Those lived in the fertile corridor upwards of Qin state and in the Taklamakhan desert. Sakae lived in many places as they were a conglomeration of peoples really, but mostly to the west of Yuehzi and upwards and westwards of Baktria. Further on to the west were the Pahlavan and on their north Massagetae. Northwards of them and until the Romanian borders of Ukraine were the Sarmatian tribes, but for a few lands still occupied by the Skythians.

All this is at the games' start. Central asia (Turkestan, Turkmenistan etc) became Turkish, much much later.