It's not hard to get from Russia to any other country, assuming you have enough money. The current sanctions aren't, exactly, stopping Russian oligarchs from having vacations in Europe, for example. Or sending their kids off to colleges there. So, if Russia wanted to send "spies or terrorists". it absolutely would.

And how do you think spying works, exactly? Real life isn't Team Fortress 2, you don't just "get behind the enemy lines", put on a uniform and march into the middle of a military base to pick up some magical briefcase of intel.

Nobody, anywhere, would hire an immigrant to do any sensitive government work. It's easier to find sympathizers among the native citizens of any given country that are already in positions that grant them access to intel. Which is exactly how it's usually done. Same goes for terrorists.