The Scythians had a broad area of inhabitation (and Scythian itself was almost used kind of like a blanket term). What we know is that current finds suggest they had actually did have a small but significant mixture of phenotypes unlike historical reports from Greek and Chinese writers. What is generally agreed is that they were mostly west Eurasian in phenotype i.e resembled 'Caucasians' like Middle Eastern and European populations. Some samples identified with Scythains show that they had east Eurasian (think Chinese, Japanese, Korean) genetic admixture, although the extent of such admixture is debated.

Well, there are a fairly good amount of Iranians and Afghans and Tajiks that do show a 'blonde' phenotype. However, the Scythians are mostly identified with regions like the Russian steppe and eastward into China in the general Eurasian steppe region than with the present-day countries of Armenia and Azerbaijan. One study actually showed that puported Scythian samples had a strong and clear genetic affinity towards eastern Europeans and Baltic populations, others show introgression from East Eurasian groups. If the Ossetian genetics show anything, it's that Iranic groups like Scythians and Alans admixed and assimilated neighboring groups, and that they resembled those they lived near and not nessecarily those they are linguistically similar to. The same could be said of the Germanic tribes like the Vandals, who assimilated non-Germanic groups throughout their migrations, or the Angles and Saxons and substrate Brythonic populations and the clear stronger genetic link English people show with other Celtic peoples in the British isles than with other Germanic peoples.

So in summary, they probably varied with geography and time period, like early Scythians nearest to China would look more west Eurasian at first and centuries later resemble a mixed west Eurasian - east Eurasian population, or that the first Scythians that conquered the Medes looked more Baltic/east European and later looked more 'Middle Eastern' to a degree, etc.,. To have a fuller understanding and idea of their phenotype, we would need to see their admixture levels and what genetic components (like ENF, Yamanya, CHG) they carried and at what levels.

*I did some searching and here's something of interest:

"Ancient M374116 Scythian

Admix Results (sorted):

Population Percent 1 CHG 38.64 2 WHG 32.43 3 ASI 6.77 4 Siberian 6.27 5 ENF 6.13 6 Beringian 2.82 7 E_Asian 2.75 8 Amerindian 2.25 9 Sub-Saharan 1.92

Using 2 populations approximation: 1 50% Russian +50% Pashtun @ 10.286580 "

So basically, they have clear South Asian influence, and all Iranic populations - both present and historically - all carried the South Asian (Indian sub-continent) genetic component. This sample here shows a high level of admixture with Caucasian populations (CHG), which is probably a result of Yamanya (proto-Indo-European) ancestry as well as a somewhat less and more recent Caucasian admixture. The Siberian, Beringian, and Amerind genetic components are probably also a legacy of Yamanya ancestry. The sub-saharan is vague.

So in all, in this sample, it resembles an admixture of Pashtun and east Slavic populations, supporting the theory that the Scythians migrated to East Europe and have a clear genetic link to other Iranic speakers like Persians, Pashtuns, and Kurds whilst also admixing minimally with Caucasian populations an more so with early Balto-Slavic-like populations. So this person probably did look a lot like the way they are traditionally reported as (blonde, blue-eyed), but we will have to see more samples to make huge generalizations however.