well, last time i checked he did have mon nationality, not rus
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but i think he deserve to have multinatinality trait to prevent problems, and he is comanding serb forces to just made thieng easier for ai managing reinforcments.
and i did find some russians to have multinatiolity traits for no aparent reason, you can combine any russian unit into division, dosnt matter if it cosac, armenian or other.but yeah so far i tried to combine normal rus unit with other (armenian, fin, cossac..etc), didnt tried to form div from cossac + armenian, but is should work without problem.
and as allways, you can add him multi trait anytime you want manualy
.