Although I'm by no means an expert... I think you're broadly right in using the Afghans as a starting point, as there is a distinct dearth of figures who are in the right clothing to represent the type of Caucasus/Middle Eastern irregulars that the Jangalis are part of the same broad family as (thinking Armenian Dashnaks, Assyrians etc.)
So that being said Afghans would be a good starting point, but in terms of figures I would be inclined to go for Empress (even though you don't get the mass of plastics you need for the Dunsterforce Jangali units), just because most of the photos I've seen tend to show them with bandoliers of modern rifle ammunition, which I know the Empress figures have and don't think the more 19th century-focused Perry/WA ones do. As you say though, with a few Russian bits and bobs there I think that could be rectified easily.
Head swaps would probably be the best bet to get them looking specifically like Jangalis, and as far as I've seen they tend to have a pretty eclectic mixture of headwear, including ragged long hair with no cover at all, fezzes, Russian army caps, kalpak-Astrakhan hats, and a peculiar sort of mushroom-shaped fez that almost looks like an ancient Persian cap, and I'm sure more Afghan-style turbans and Turcoman type shaggy hats would have been thrown in the mix too.
Not sure if that helps!