Winning a game not available for my country

The key should activate, as long as there isn't any regional restrictions.

And what do you you mean by gift? Like, directly from steam inventory/by buying someone a copy? Then because of the price difference between regions (I forgot what it was, I think 10%?) it may me completely impossible.

if you win a game and you can't rendeem it ,
you can reply in the giveaway where you win that you agree to delete the giveaway or to reroll new winner
you can also write in the comment that if the giveaway creator want add you on steam for fix the problem him can so that you open a "door" and be disponible for chat and fix direct
if the winner want,him also can send you a steam ru gift card code or direct gift card in steam,so then you have money and you can buy the game by yourself,but you can't ask\comment to the winner this because this will be see from this platform SG as "begging" and so then moderator can ban you,so must to be the winner byself that decide to donate to you a gift card for fix the problem

Direct gift wiLL not work if the game is NOT sell in RU,for example,let's say that square enix one day decide that FFXV will not be selled in RU steam store,so even if someone in usa or europe buy the game in steam store eu\usa and send it to you as a gift inventory then you can't rendeem it.

Also what Ngrazer say is true,let's say a game is 20% cheaper in india on turkey or thailand than russia region,someone buy it from this countries and send it to you,then you can't rendeem

Keys that is selled in third party websites as fanatical,humble etc. it's working even if a game is stop to be disponible in russia steam store,but this is valid only if the game is not region lock

and if we exclude SG also if you Live in russia,you can rent cloud pc in another country\region for example usa then you buy usa gift cards on amazon and so buy and play 1 game in usa steam store with your money,this violate valve\steam tos and so you risk account\games will be deleted but can not care about it Just be sure to create 1 new account for every new game,so that if account get banned you lose only old games and not the last you buy,life is your and companies rules is not up to life of people,so you buy game with your money in usa region,you play it,finish it,and if account getbanned you not care because you finish the game already,just open new steam account and buy new game play,finish,repeat ¯_(ツ)_/¯

same you can do with epic for get free epic games,you can play via cloud pc also free geforcenow,stadia demos that not require fast play etc.

so only because a country is in bad situation moments or because companies put some rules is not mean that you must feel down to follow\limit you do this rules or only 1 store,you can find alternative ways\stores\rewards to enjoy things that make you happy