Languages
Because we do not have any (or, at least, barely any) writing from Scythian cultures, it is difficult to know much about the languages they spoke.
Pontic Steppe
The largest corpus of available words from the Black Sea region are names–of people and places–recorded by Herodotus.
Pontic Scythian terms are generally understood to have an Iranian language basis, although there is a movement among Turkish scholars to argue for a Turkic root instead.
We also know that, according to Herodotus, the Scythians required interpreters to deal with assorted Scythian and Scythian-adjacent peoples around the Black Sea:
Now as far as the land of these bald men [the Argippeans], we have full knowledge of the country and the nations on the near side of them; for some of the Scythians make their way to them, from whom it is easy to get knowledge, and from some of the Greeks, too, from the Borysthenes port and the other ports of Pontus; such Scythians as visit them transact their business with seven interpreters and in seven languages. (Histories 4.24)
Khotan
There are written works in Khotanese Saka (Wikipedia) that provide us with a decent corpus, and H.W. Bailey has written a number of books on the subject, including a 1979 Dictionary of Khotan Saka available on archive.org.
However, the writing available in Khotanese Saka is generally not easy to place, time-wise, and many texts refer to later developments (such as the presence of Turkic groups and rulers).