Is Fatui Italian?

The word "Fatui" is Latin for "Fools." In Italian, its meaning is "someone who works hard, but fruitlessly."

Are the Fatui Russian?

"Fatui" isn't a Russian word. It's Latin and actually means "fools". In Chinese it's written as "愚人众" and means "fools" as well Harbringers' titles aren't Russian either. They're Italian and come from commedia dell'arte.

Where are the Fatui from?

The Fatui come from Snezhnaya, a cold country that has set out to become a political power. They all seem to be incredibly fond of their home despite several pieces of dialogue about it revealing just how dangerous the country can be, especially in the winter when people may starve.