I just checked the transcript I've seen floating out there, the first alternate was Baku, i.e. their departure airport. Then Mineralnye Vody (which is some way to the west), then Makhachkala, then they seemed to go far to the east, so while I think the first option was Baku - matching what I said, the list of options pretty quickly became 'anywhere'. What a harrowing flight.
> The Grozny airport reportedly denied landing permission to the AZAL plane, and the aircraft was also refused permission to land at airports in Makhachkala and Mineralnye Vody.