The Midianites were neighbors of the Moabites. Genesis has Midianites selling Joseph to Ishmaelite (Shasu beduin) traders, who took him to Egypt and re-sold him. Jared Diamond told me that the people you fight are also the people you trade with and marry - your neighbors, because they're available. The Midianites took over an old Egyptian temple at the Timna mining site, they might have had other contacts with Egyptian expeditions. Scythians seem like a very far fetch, to me.