Image Hotlinking means it’s the visitor who’s making the connection to your site. Blocking by country would only stop visitors living in Russia from viewing your hot linked images. By the way, I think the free plans are only allowed to Challenge (not block) other countries using Cloudflare’s firewall settings.
However, setting up a Challenge/Block may stop those scrapers from crawling your site in the first place.
In your other thread, I didn’t mention that Cloudflare Workers can also block hot linking, but require a referrer. If you check the documentation at cloudflareworkers.com, you’ll see a Hot-link Protection example that looks like it won’t accept a blank referrer. If so, you’ll need to make sure your site sends a same-origin referrer header. (I think I have that right)