Storytelling
There is unfortunately not much available information about Scythian storytelling or related arts.
Herodotus recounts several mythical and historical tales that he has been told by individuals in/near Olbia, but these are described rather than transcribed.
One potentially relevant collection of tales is the Nart sagas, stories of a legendary and somewhat supernatural/extraordinary group of heroes that have persisted among cultures in the Caucasus mountains. The stories were orally transmitted for centuries (if not milennia) until recorded & transcribed by Ossetian and Georgian scholars in the 19th century and, later and more systematically, by Soviet-era ethnologists in the 20th century.
A few collections of some Nart sagas, translated into English by John Colarusso, have been published by Princeton UP:
- Nart Sagas from the Caucasus: Myths and Legends from the Circassians, Abazas, Abkhaz, and Ubykhs
- Tales of the Narts: Ancient Myths and Legends of the Ossetians
There was also a web comic running from 2017-2021 that adapted some Nart sagas (includes some NSFW art):