Maiden / Married Last name

Yes, this will be a problem because you are flying on separate tickets and on each ticket you have different identities and different citizenship. This is not the way how you should plan your international travel. It is not that I am preaching you how and what you should do, but just telling you plainly that you will not be even allowed to board the plane in Russia because of the inconsistency of your identity and your citizenship that they will notice on your tickets, not to mention the problems that you would encounter during your transit in China. Simply speaking, you cannot enter in one country under one citizenship and one identity and then exit under different citizenship and different identity. If I were you I would not be doing that. Now, it is up to you to decide.