Did Russians loose any cosmonauts in space?

No, Russia (formerly the Soviet Union) has not lost any cosmonauts in space. All of the fatalities involving Russian cosmonauts occurred during launch or re-entry phases, not in the vacuum of space itself. The most notable incidents include the Soyuz 1 crash in 1967 and the Soyuz 11 tragedy in 1971, where cosmonauts died during re-entry due to cabin depressurization.