Actually, Namkai Norbu's historical work might be a good place to start. I think the Library of Congress would have the academic research he's done, or if you have access to a university library, you can probably get it lent from the University of Virginia, or the University of Wisconsin in Madison, WI--anywhere that has a good Buddhist studies program.
ETA: I haven't read anything by him about the origins of Anuyoga in Kyrgyzstan, but his historical work on the origins of pre-Yarlung Valley society is the best I've found. He's working from very tenuous sources, songs, legends, bits and pieces, and some people have criticized his work on that basis. But I mean, Indian historical research is sometimes based on less. We're lucky if we find coins.
Sengdongma has an easy job, because there are no enemies.