Both. The problem with your question is that you are mixing a few different things. Race, religion and ethnicity. Anybody in the world can declare themselves Muslim if they so desire by becoming a follower of the religion of Islam like these two Russians did. So the correct answer: They are (were) ethnic (Chechen) Russians who follow (followed) the religion of Islam.
Maybe hes a Russian Muslim. I thought Muslim was a religion/belief, not a race.
That's weird, I had answered this question and now my response isn't there :-/
There were 2 - brothers - and they were Russian.
and they were framed
They were Russian.