Sakas ruled in the North of India in and around the Kushana time (approx. 2100 years ago). The sakas came to India from colder climate is evident from their dress, which covers their entire body. It is believed that they adopted buddhism and hinduism as they settled on the Indian soil. The photo below is of a stone relief showing Saka worshippers worshipping Sivalinga. Also of interest is their unusual cap i.e., conical, shape, which clearly is not Indian. The Indian style of head cover for men was a turban as evident from sculptures of the Mauryan period (approx. 2400 years ago).
The Saka sculptures/reliefs/friezes from Mathura Museum, for your visual pleasure!