Scythians known as Sarmations or Alans
"Sarmatian" and "Alan" are quite different. The Sarmatians were the Slavic-speaking peasantry (a major tribe of theirs for example called themselves
Iazyg, compare Polish or Russian
yazik "tongue, language"; the meaning is "the people who know how to talk right" as opposed to
nemets "deaf-mute, foreigner-- especially, German" which is "the people who don't know how to talk" like Greek
barbaros "stutterer, foreigner"). The Alans were the survivors of the aristocratic "Royal Scyth" class (Iranian-speaker) after the Sarmatians rebelled and overthrew their rule; Alans are thought to be ancestral to the modern Ossetes.
in From Scythia to Camelot the authors put forth that the King Arthur legend was derived from the Nart Sagas of these Scythians which have been preserved among the Ossetions and other people of the Caucuses.
I have heard that they are interesting, but I have not read them. However, it is not at all unusual to find common plot-elements in folk-tales from all over the place, and it is hard to tell when we are dealing with independent invention (since people do think alike, in all times and places) and when we have a regional diffusion of the ideas. To believe that there was diffusion from the Caucasus I would need to see what the intermediate contacts were. Also, since Ossetian was not well recorded until quite recently, even if there was diffusion it could have been in the opposite direction.
The main figure in the Nart Sagas is sort of superman known as Sasruquo and he is said to have been born from a rock that was inseminated by a Shepherd. I know on other threads Bob X has pointed out that the Mithra born from a rock myth is a fabrication, but the Nart Sagas is probably where this idea came from.
The "rock" from which Mithra sprang was of metaphysical significance, like the "Cosmic Egg" in the Orphic mysteries or the "Big Bang Singularity" in the modern scientific mythos or the "Primordial Chaos": it represented the original undifferentiated Matter from which everything was formed (Mithra formed first).
The Nart version, in which the cosmological point is completely lost, would look rather like a very late garbling, than like the source.