I can only really answer this question in the context of Late Antiquity but yes, the Romans did exactly that. I don’t know if that’s the case for the regions that you mentioned specifically but it was the case for regions like Dalmatia, Moesia, and Pannonia. In the late 3rd century Gallienus created a mobile cavalry force composed of men who mostly originated from these regions, because they were known for producing cavalrymen. Aurelian even used this mobile cavalry when he was campaigning against the Palmyrenes and these regions are mentioned specifically: “Finding the Palmyrene army drawn up before Emisa…he opposed to them the Dalmatian cavalry, the Moesians and Pannonians.” (Zosimus, Nova Historia, 1.26.) Now when I say that Aurelian used the mobile cavalry during his own campaigns it should be noted that these most likely were not actually the same men and/or units that had served in it under Gallienus, rather it was mobile cavalry army whose men were from the same regions as those who served in Gallienus’. The soldiers who had served in Gallienus’ cavalry were probably sent back to their original units at some point, and others of course would have died in battle or reached the end of their military service and been discharged.
The fact that Zosimus explicitly mentions the regions of Dalmatia, Moesia, and Pannonia is important because it shows that Aurelian went through the trouble making sure that the bulk of his cavalry came from the same regions as Gallienus’ cavalry had. The most obvious and straightforward explanation as to why he would have done this is simply because the Dalmatians, Moesians, and Pannonians were all well known for their skill on horseback. In fact they were likely already serving in Roman legions in large numbers because of this reputation, which means that anyone who wanted to form an elite cavalry unit would simply need to gather already recruited cavalry units serving with the legions and station them in one place. And according to Zosimus that’s exactly what Gallienus did so it tracks that Aurelian, and others, would have done the same thing instead of recruiting completely new units.
There are also examples from the reign of Justinian that demonstrates this idea. When Justinian declared war on the Vandals the army that was recruited for Belisarius included 600 Huns and 400 Heruli, who would have been serving in the Roman military likely due to a treaty. The Huns had of course by this period earned a reputation for being brutal and ferocious as well as being excellent cavalrymen, so its only natural that the Romans would recruit them into the military. In fact the Romans had been using the Huns as soldiers since at least the early 5th century. I’m not as familiar with the Heruli but they were part of the Hunnic Empire and fought for the Huns in various battles so they likely had gained a similar reputation during that point in time. When writing about the siege of Naples, Procopius specifically singles out the Huns for their brutality when the city fell to Belisarius: “the Massagetae outdid all the rest, for they did not even withhold their hand from the sanctuaries, but slew many of those who had taken refuge in them, until Belisarius…put a stop to this” ([1] Procopius, Wars 5.10, 101. Note that when Procopius uses the term Massagetae he is almost certainly referring to the Huns. He calls them Massagetae because he is writing in the tradition of Herodotus and so used the ethnonyms of the peoples that Herodotus wrote about.)
There was also substantial number of Isaurians in the Roman military by this time. The Isaurians by this point in time had gained a reputation for being tough reliable soldiers and were often recruited as a kind of “elite” infantry. The Isaurians even formed the bulk of the Excubitores which were the elite imperial bodyguard beginning in the late 5th century.
I know this isn’t the most detailed answer but I think it gives a good overview of how the Romans perceived certain groups of people when it came the military and recruitment. In addition I’m linking a couple of other answer that I’ve written up that go into greater detail on the Roman army of late antiquity, including the use of barbarian soldiers: This one largely discusses why there were more barbarians in the military during late antiquity. And this one discusses how the Romans viewed various non-Roman peoples.
Bibliography:
Ancient Sources:
Procopius. History of the Wars Volume II: Books V-VI. Translated by H.B. Dewing. Cambridge: Harvard University Press, 1916.
Zosimus. Nova Historia. London: Green and Chaplin, 1814.
Secondary Sources:
Halsall, Guy. Barbarian Migrations and the Roman West, 367-568, New York: Cambridge University Press, 2007.
Heather, Peter. Rome Resurgent: War and Empire in the Age of Justinian. Oxford University Press, 2018.
Roth, Jonathon P. Roman Warfare. New York: Cambridge University Press, 2009.
Southern, Patricia, and Karen Ramsey Dixon. The Late Roman Army. New Haven: Yale University Press, 1996.
Southern, Patricia. The Roman Army: A History, 753 BC-476 AD. Amberly Publishing: Gloucestershire, 2014.