Are you sure it was in Yugoslavia and not Chechnya? Or was it just the dubbing here?
Anyway, if it was Chechnya, the why didn't they use the Russian standard jeeps and trucks? With the downfall of the Soviet Union enough of these should be available for the movie and TV industry.
And those presumed Russian border guards wore East-German winter field uniform jackets.
Another interesting point: Their jeep has a big "CA" sign on the back. "C" is the Russion letter for "S" and then "CA" means "Soviet Army". Ok, usually these signs were only on the vehicle's doors but more important either the Russian army keeps certain old traditions or somebody in the production staff forgot that the Soviet Union broke up already. (But I have no idea what the Russian have now on their doors...)
And finally - where was the Russian's best friend, our very Nate Ramsey?