Wouldn't The Russians Have Provided Him Protection In Prison?

Russian criminals don't have much power in a NY state prison. Usually they are taken down by the Feds so they go to a federal facility. NY state prisons are run by latin kings, and sex,money, murder/united blood nation. Also, at the end of the day he's still an outsider.

He wanted out after that scene in the backroom of the club with his boss and his goons. So I'm pretty sure they washed their hands of him.

It's implied that they don't have much power inside the jail. The jail population is majority black / Latino, not Russian.

See American History X (coincidentally, with Edward Norton too). There, Norton's white supremacist character ironically finds himself a minority in prison, just like a black man in the real world.