Use companys in russia to get all documents needed (visa, invitation etc).
Use private transportation or taxi in Baksan Valley. It's cheap and more effective then local transportations.
There is a store (Alpindustry) located east of Terskol, here you can buy all types of alpine equipment (gasoline, gas, clothes etc).
Don't put up your camp at Pustakhova Rocks. It's to windy and many tents has been blown away.
Water can be find in a snow pit at the Barrels. But make sure that no maintenance work are done on the snow cats above the snow pit. This since oil and other chemicals can contaminate the water.
Water at Priut 11 / Diesel hut comes from the nearby glacier. To purify the water with chemicals are recommended.
If you are going out in Terskol at night, bring the head lamp. There exist no lights on the street, it will be pitch black.