Paranormal Communism - From the Biography of Gleb Bokii (1879–1937), the chief Bolshevik cryptographer and one of the bosses of the Soviet secret police:
"Inspired by Theosophical lore and several visiting Mongol lamas, Bokii along with his writer friend Alexander Barchenko, embarked on a quest for Shambhala, in an attempt to merge Kalachakra-tantra and ideas of Communism in the 1920s. Among other things, in a secret laboratory affiliated with the secret police, Bokii and Barchenko experimented with Buddhist spiritual techniques to try to find a key for engineering perfect communist human beings. They contemplated a special expedition to Inner Asia to retrieve the wisdom of Shambhala – the project fell through as a result of intrigues within the Soviet intelligence service, as well as rival efforts of the Soviet Foreign Commissariat that sent its own expedition to Tibet in 1924."
See as well this interview with Professor Andrei Znamenski, talking about his latest book, "Red Shambhala", with Professor Guiomar Dueñas-Vargas. (book review here and here)
More here on topic of "Shambhala Researchers" here, including a fun line-up of strangers in strange land, such as Roman von Ungern-Sternberg (see the book "The Bloody White Baron"), Sándor Kőrösi Csoma, Nicolas Roerich, Alexandra David-Neel and many more.