Hey Liam
For Astrakhan I believe there is some kind of permit required to visit the Volga Delta. Whether this is a FSB 'border zone' permit, or some kind of reserve permit, I am unsure. But certainly, to drive through towards Makhachkala needs no permit.
There is some kind of restricted area between Ladan and Artezian in Kalmykia, I have never been able to establish why. The main road shown on most maps as heading NNE from Artezian to Ladan does not exist, it has been ripped up and entry is prohibited. Traffic must divert via Yashkul (on the Astrakhan - Elsita road) and Komsomolsk. No permits needed for this route.
For Dombay (as of 2010 at least), no permit was required as the border zone starts on the routes beyond Dombay.
Also, be very careful in North Ossetia. There is an extra permit requirement for leaving federal highways, regardless of border zones. It means you can drive on the main roads (Beslan, Vladikavkaz, Ardon, Alagir, Rokskiy Tunnel etc), but not on district roads (e.g. Dargavs, Verkhny Fiagdon etc).
Best of luck, let me know if you need more info.
BTW, I'm on the road for the next few weeks, you can see some snapshots from the trip here:
www.facebook.com/eurasiaoverland
Cheers!
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EurasiaOverland a memoir of one quarter of a million kilometres by road through all of the Former USSR, Western and Southern Asia.
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