No to both. The Sakhalar are too far north. They certainly had interaction with Tungusic groups, but these were the northern most ones.. the Evens and certain branches of the Evenki. Like wise you hear virtually nothing about the interaction with the Jurchens/Manchus or China with the Evens either, and a few mention of Evenkis..but usually being limited to certain southern groups such as the Solons.
Also, it should be noted that in Russian, the letter thats transcribed as "kh" is applied to foreign words with the "H" sound as Russia doesn't have a real equivalent to H. So it is actually pronounced more like "Saha". However there is a dedicated K sound in their language as well.
But its not to deny that there's any possibilities. the Saha language has Turkic words for Camel, etc..animals that don't exist up in the north.. and they have armor similar to southern Turkic groups. However its not enough evidence for any direct kind of linkage with the ancient Sakas either.
interesting. thanks for the info!