Guys, thanks for the input so far - it's definitely provoked some nteresting thoughts.
Ynek: I hadn't seen the Lexicanium quote before; It seems like fan-written supposition, though it's pretty reasonable (for the most part).
As for the name, I hadn't given much thought to the idea that "Scythian" was an Imperial designaton. It makes sense, but then 40k is that bizarro-science-fantasy-world where sometimes we have to suspend our disbelief! Then again, I suppose even the Eldar don't call themselves the Eldar, do they?
Sargoth: An interesting idea as to why they're called Scythians. You also raise an interesting point (and the sort of careful insight I'm looking for) about their hands.
Discy: Yes, they're Warrior-
Monks. In fact, the book characterises them as a "race" of warrior-monks, which raises interesting questions. Can you be a monk without a religion? If not, then it seems that a religion of sort occupies a central position within Scythian society.
As far as their look, I did consider the robes and hoods - though then again, that's a look occupied squarely by the Imperum! I'm planning on using this model from Eolith Miniatures (converted to have suitably Scythian weaponry):

Having the head bare will really emphasise the alien-ness of the model, which I think is key - on the 40k battlefield, he might be "just another alien", but on the Inquisitor battlefield an alien needs to be
alien.
Ynek (again): Thanks for the input. I also picked up on the fact that a single Scythian dart was able to kill a Space Marine Chapter Master. It took "many days" to kill him, which I suppose we could put down to the rigorous immune systems of the Astrtes delaying the poison. The article talks about "darts" - whilst I'm not really a fan of a Scythian with a blowpipe, I wonder if they might be able to use some sort of projectile weapon - a Needler or a Flechette weapon?
Given that the Crimson Fists article talks about "covert strikes", it makes me think that there might be a Scythian military of some kind, which leads me to consider that there might still be vestiges of Scythian society.
I suppose the other thing to consider is the Scythians' "peculiar form of armed martial arts" - what might that entail?
I also noticed that the Inquisitor rulebook mentions that the Venom Talon is a "basic" weapon, which suggests more esoteric weaponry might exist!
(Edited to actually include the picture I wanted to use)