I'm writing a piece of historical fiction about Russian mercenaries during the period but have had trouble finding good documentaries and books on the period. Any recommendations on the era, the war, or on the mercenaries who took part in the conflict would be extremely helpful.
There are some general recommendations here provided by u/Drdickles and I - Ch'i Hsi-Sheng's Warlord Politics in China, 1916-1928 contains a general overview of the Zhili–Anhui War, while McCormack's Chang Tso-lin in northeast China, 1911-1928: China, Japan, and the Manchurian idea and Wou's Militarism in modern China: the career of Wu P'ei-Fu, 1916-39 might have some useful material.
One book that definitely mentions Russian mercenaries is Anthony B. Chan's Arming the Chinese: The Western Armaments Trade in Warlord China, 1920-28, which has a section that discusses how White Russian mercenaries often served as conduits for the transfer of military equipment into the hands of Chinese warlords.