Hi. I'm kind of in the same situation, I'm heading to Kyrgyzstan and I'm already in Romania. From the options you mentioned I'm leaving shipping from Tbilisi to Baku as last chance option. I'm arranging visa to Iran for overlanders and will try get tranzit visa to Turkmenistan in Armenia (somwhere else I red is right place to do it there). I'm confiused with information about transit visa tru russia, I red is easy to make it but visited russian embassy in Oslo and consul said it will be easier to make tourist visa for me (just for crossing from northen Caucasus to Kazahstan, no transit wisa if applaying from Poland or Turkey.
I will let you know how it went
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