And if I remember correctly Russia also never bought any Shahed from Iran officially
I rather suspect Russia bought a few dozen Iranian drones of a few types, but they wont have done that this year or last year... they will have done it 4 or 5 years ago in Syria and would have tested them there too, which is why they could be confident enough to buy a licence to produce them and also have time to not only set up serial production for them in Russia but also modify the drones with their own navigation systems and avionics and communications systems to be compatible with Russian comms and also not be jammed by Russian EW equipment.
The lack of these drones in the early stages of the war can simply be explained by the fact that Ukrainian drones didn't last very long and were unable to perform their job because Russian air defence was too strong, and Russia would not have been using any drone at its disposal for many of the same reasons, but as the Ukrainian air defence was degraded it made sense to start using drones for all the reasons you use drones... they are cheaper, they can get the job done without risking pilots and you can make tens of thousands of them in comparison to how many helicopters or planes you can make, and finally with the enemy on the back foot and most of their AD smashed and AD platforms essentially largely operating on their own the use of drones is good for finding them and either destroying them or getting them to waste ammo on the drones and reveal their positions so they can be destroyed too.
Lots of speculation regarding the Su-35s for Iran and I rather suspect whomever leaked that idea probably wanted to gauge reaction, which behind doors was probably very energetic from pleas to threats and all sorts of promises.
It is clear Iran and Russia are working together and seem to be working well and helping each other out. Russia is getting maintenance and spare parts for its Boeings and Airbuses and also large turbines that it used to have made in the Ukraine or later Germany/Canada, and Iran is likely getting things apart from money for the deals... no doubt the Russians have fitted more sophisticated electronics to their licence produced Iranian drones, including navigation and communications that Iranian drones might not have had, and for the parts the Iranians didn't make themselves they probably bought on the black market which would make them rather more expensive than they really needed to be so buying those parts from Russia might speed up their own production and also made them cheaper and easier to make in enormous numbers... enormous numbers is a valuable thing for a drone.
They might even have other things the Iranians lacked like an EW package they could put in a drone instead of the payload or perhaps as well as a reduced payload to make the drones much harder to hit with missiles... which actually makes them even better.
In the west a drone is not really cheap, though it is cheaper than any manned aircraft alternative, but at the end of the day they usually fly straight and level and are relatively simple to shoot down if you can get to their altitude. Their cruise missiles and stealth missiles seem to be the same, but as we have seen in this conflict Russian missiles from Iskander to Kh-101 and Calibre and their anti ship missiles etc etc all seem to have ESM equipment to help them penetrate enemy air defences... something the west has very much neglected so when we say Russian air defences are strong we mean that because Russian defences expect the western threats to be like Russian threats with ESM and jamming and all sorts of other things hampering their work which is why they have done so well dealing with HIMARS and Storm Shadow and Javelin and Stinger and Starstreak and all the other systems the west expected to totally blitz the Russians and leaving them burning on the battlefield.
Ironically I think HATO systems don't have the same safety margin... as shown by the poor performance of Patriot, it is not designed to deal with Russian weapons or their drones, but that comes down to planning too... the Russians respect the western gear and expect it to be at least equal to their own so they send in drones and land mines and attack helicopters to "soften" the attack... their surprise that these measures actually stopped the attacks completely hopefully doesn't make them lose respect for western gear because underestimating your enemy is worse than over estimating them.