They did live in the same area, but these two groups didn't interact much and certainly didn't inter-marry to my knowledge, at least not before 1917. What I've read is that Catherine the Great wanted German farmers in the area, in part because farmers were easier to tax and control than the nomads. My grandmother's grandfather died while "defending the village grain supply from the Cossacks". The Cossacks were semi-nomadic, and theoretically aligned with Russian czars at the time.
All that said, I have done a y-DNA test (male line descended from Germans from Russia in a Volga colony, but not one of the profiles selected for this challenge). My result was ... Irish, somehow. I'm thinking this happened in Germany before they migrated to Russia, but I'm not sure. I also need distant cousins to get tested. More people = more data.