soppie

Even the UK could be an option - quite a bit more expensive, but still much much cheaper than Chicago. Check out this one at UCL. The Netherlands also has some good programmes - Leiden, for example, is quite prestigious in languages and history - but international student fees are quite a bit higher than those for EU students, around 16.000 euros compared to 2000, so I feel like you might just as well try a more famous school in the UK then.

Have you considered elsewhere in Europe? Germany and the Scandinavian countries pretty much all have free or very low tuition and host some top-quality institutions. They also tend to have relatively late application deadlines. I am in a similar situation to you (all my phd applications got rejected but I got an offer with a 50% scholarship for MAPSS) and I'm currently considering applying for an MA in transcultural studies at the University of Heidelberg, which has a deadline in June (plus you don't even need recommendation letters for your application!) and tuition is about 0.5% of what you would pay at UChicago. I'm not sure about Russian programs in these countries but it could be something to look in to!