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I have read that Russian visa is rather difficult to obtain.
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Not so much difficult as annoying, and possibly expensive. It's not like you won't get it, it's just that you will have to do a lot of paperwork. Even then, it's getting a little bit better, they're slowly introducing e-visas, though they are not valid for every overland crossing yet.
The other question is - where exactly do you want to end up? Azerbaijan/Georgia are not quite Europe yet, you'll have a big boat trip at best from Georgia to Bulgaria (or Ukraine).
Azerbaijan and Armenia are freshly off a war with each other, so having Armenian stamps in your passport will make Azerbaijani border guards nervous. Probably not a dealbreaker, just something to keep in mind.
Crossing at Uralsk is probably the least stressful option in terms of the road back to Russia's western borders.
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