It might be possible to do on the cheap; underground mines get decommissioned from time to time and could be repurposed as a data centre.
Although I personally would expect some sort of decentralisation option to be more effective. It's difficult to even theorise because we don't know exactly what sort of damage these strikes are doing and what countermeasures are already in place. If this strike has caught Yandex by surprise after almost 5 years of hot war then they really should hire a dude to check up on current events every so often. They must have some sort of contingency planning around a Ukrainian strike.