So My Brain Decided To Buy a Russian Key

If i buy the game from my region will i be able to redeem it ?

nope

Would it say that i already have the game ?

yep

I'm really not sure. I think you would still be able to buy and play your region version, because it's a different version after all. But you should have checked about region restrictions before buying that key. Using a VPN is actually in breach of the Steam Subscriber Agreement, and so they could lock your account for using one.

Best bet is to ask Steam support nicely to delete the russian version. They might not ban you if you admit you did a dumb thing by trusting a key retailer website when they said that it was all above board.

you can always contact Steam support and ask them to remove a specific game from your library.

They will get back to you, telling you that it can't be undone and that they want a final confirmation.

After the RU version has been removed you can activate a version for your region (unless they have different app IDs, then you might be able to have both registered at the same time).

Tell your brain that it shouldn't let you use VPN on Steam, if it doesn't listen shut it down!

You can redeem different regions. I myself have a EU and a RU copy of Sleeping Dogs in my library.
It did not need vpn for Sleeping Dogs though, so it worked even without the EU version.
I'd suggest to buy a copy and if it doesn't work contact Steam to ask politely if they would delete your RU version.

Good

GOOD

Don't use VPN's man... its against Steam's TOU to connect trought a vpn for any reason.

"they made me do stuff like VPN"

"You dumbass" is about the only thing that I can think of to sum this up...

Brains don't do that. That's why they're brains.