Yea there are two scenarios that I personally favor. It either originated somewhere south of the Caucasus (This can include areas like east Anatolia and northwest Iran), or the other location would be South Central Asia where the BMAC civilizations existed.
The current ancient DNA data shows the oldest samples being in the Middle East, so it's very possible that the R ancestor crossed the Caucasus, and south of that R2 mutated.
Not an Arab merchant, but seeing how R2a was present in ancient Rome 1000+ prior to this sample, I would say whatever autosomal Middle Eastern roots that were there likely vanished by the time this Viking lived.