In 1889 a Russian adventurer attempted with the help of a contingent of Cossacks to establish a colony in which present day African country?

That was in Sagallo, Djibouti(or French Somaliland as Djibouti was then known). Sagallo is a village somewhere on the Gulf of Tadjoura.

A Russian adventurer, whose name is often given as Nikolai Ivanovich Asinov, had attempted to set up a colony in Djibouti(a French protectorate since 1862) and had failed spectacularly at it whilst also incurring the wrath of the French.

To make a long story short, the French had him deported back to Odessa after unleashing a barrage of canon fire on his ill-fated colony and all it contained. At least 6 Russian subjects lost their lives in that brief but brutal encounter.

I think this link has a few more details on this:

https://www.dailymaverick.co.za/article/2022-08-24-its-a-continent-russias-unsuccessful-and-short-lived-19th-century-african-colony-new-moscow