@Michi pan basically when the anastasia plan failed a while ago zhenya took over the project and started developing it, and also killing everyone who was connected to it so he would be the only one who knew about the details of anastasia. he keeps the blueprint/planning in a room in the bogdanov mansion, probably on the floor where taekjoo saw it, and they are going to break in now to find the blueprint. in the story that zhenya was saying about the immortal man, zhenya was referring to himself as koschei and koschei's heart as zhenya's anastasia blueprint/formulas.
@star adding one thing cause i mixed it up - zhenya was actually assigned to murder all the people connected to the anastasia project when it failed so its failure wouldn't be leaked to the world and cause chaos, leaving zhenya and the governmen the only people that knew about anastasia as well as the fact that it wasn't successful. however, zhenya took the failed project under his wing and most likely made a lot of revisions that probably ended up making anastasia successful again, but he didn't share it with anyone (not even the government), which made him an asset that the government couldn't touch or else they would risk losing all the information about anastasia. this makes anastasia zhenya's 'weakness,' which he references in the story about the immortal man, as if anastasia's blueprints are found, then zhenya loses all of his power and freedom. but because he sort of spilled where he kept the blueprint to taekjoo, taekjoo is now planning to find the blueprint, and give it to salman as part of an agreement (which is why salman is helping him).