Speaking of Russia, I doubt it has a diva similar to Ayu or Madonna.
But I'd mention Polina Gagarina. She's a good singer and she even composes her own music. She doesn't release that much music unfortunately. She's only 30 years old, she's been active for 14 years, but she has only 3 albums. She represented Russia at Eurovision 2015. I'd love her to be more active.