It's not a bad sentence. It's a bit strange to use "natives" on its own in ordinary speech, though we do in language learning circles. You could say "natives of Moscow", or "native Muscovites".

Thank you.

It does make sense, although it is a little awkward. It depends on what you're trying to emphasize. Naturally there will be a lot of native Muscovites in Moscow. Maybe try this: "In Moscow there are (both) a lot of locals as well as newcomers" or "In Moscow there are a lot of city natives as well as newcomers". You could also use "transplants" to mean people who've moved to Moscow from another city.