Being in your same situation, I've been trying to look for recent Russian movies with subtitles for a while, and even though it wasn't super easy, I think I might have found something that might help you as well.

On Netflix US all the Russian series I managed to find are: Метод (The Method), Мажор (Silver Spoon), Нюхач (The Sniffer, which I personally don't like, but it's still one of the few Russian series in there), Фарца (Fartsa), Хождение по мукам (The road to calvary). I also found the movie Довлатов (2018), but I haven't really looked for Russian movies on Netflix so I can't tell you much more about it.

Some movies I watched elsewhere: Левиафан (2014), Нелюбовь (2017), Дурак (2014), Брат (1997), Русский ковчег (2002). 

I also found this website https://piligrim.fund , where you get to watch recent independent movies/shorts in Russian for free (legally) and, if you want, you can support people who made them with a donation. Unfortunately, only a few of them have English subtitles, but it's still a good website to find recent Russian movies. 

Here you can find other shorts/movies by independent directors: http://moviestart.ru/category/onlinecinema/ , and here are some documentaries/series with English subtitles: https://rtd.rt.com/tags/english-subtitles/

Hope I was able to help you find what you're looking for.