Vendors do not risk anything. They offload the shipment to a real buyer who then transports goods without vendor officially knowing anything. This buyer can very well be a company established for this one shipment, so no ends are ever found.

And regarding Kazakhstan and transit problems - it has nothing to do with sanctions. See this article with more or less coherent explanation of an issue [0] (it's in Russian but Google translate should help)

[0]: https://iz.ru/1397573/anastasiia-lvova-elnar-bainazarov/gruz...