What was the historical Buddha's ethnicity? Gautama Buddha is traditionally regarded as having a noble body with 32 signs of a Great Man and one of those signs are deep blue eyes. 

I came across many online discussions about Buddha's ethnicity where some stated that Buddha's family - Sakya - was from Scythian descent. I also met some Ukrainians claiming that Sakyas were precisely from the land that now belongs to Ukraine.

Can someone answer the question providing reliable sources or evidence?
The historical Buddha Siddhartha Gautama was probably Indo-Aryan. 
He lived in what is today the Democratic Republic of Nepal. Nepal's ethnicity today comprise mixed race people of Indo-Aryan &amp; East Asian ethnicities. 

It is believed He spoke old Magadhi language. He belonged to the Ksyhtriya Varna of the Solar or Ikshvaku dynasty and Gautama Gotra. Before his enlightenment he was a practitioner of what is today called Hinduism. 

Sakhya is derived from the Sanskrit word śakya which means capable, able [1]. Sakhyamuni just means a muni(renunciate) from the Sakhya tribe. 

From Monier-Williams Sanskrit Dictionary, 2 of the meaning out of many others for the word sakya:


  śākya m.   Name of a tribe of landowners and kṣatriya - s in kapila
  -vastu - (from whom gautama - , the founder of Buddhism, was descended)        
  
  śākya mfn.     derived or descended from the śaka - s (= śakā abhijano 'sya - )    gaRa śaṇḍikādi  


Here the tribe of the Buddha is not given as decedents of Sakas(Scythians) since a distinction is made between Buddha's tribe and the Sakas. 

The theory that Sanskrit speaking Aryans came from Southern Russia has been controversial and is disputed. 

[1]: http://en.wikipedia.org/wiki/Shakya