Yandex was split for a while into a Russian-controlled part and an independent part in the Netherlands, controlled by the original co-founder, which later become Nebius AI. Nowadays, these entities are completely detached, and Arkady Volozh has renounced his Russian citizenship.
Their support agent in the forum very unambiguously answered to one of the early complaints about the Yandex thing with "Our opinion about war differs", I nope'd out right there and then
That being said Kagi -> Yandex hop does indeed make it indirect.
(I too have stopped using Kagi after I found out that they pay Yandex and employ people who support Russian war).