The gift cannot be sent, as the price in the recipient region is significantly different from your p

Don't think there are keys on Kinguin or G2a for Slightly Heroes, best to ask the winners accepting to have the giveaway deleted.
Or you could give them $5 steam wallet (yeah for a $1 game) so they can buy it, but that's not optimal.
Or just live with the not marked as received.

Contact the support page, I had same issue, but my giveaway was created only for EU and the winner was from SWISS, so I contacted support and they re-roll the winner.

Only thing you can do is provide a working key or ask for permission to have it deleted. You should typically stick to your own region if you plan to buy it as a gift to avoid this happening again. However as LightManIs pointed out even certain pleases can cause trouble for that

Slightly Heroes · AppID: 982440 · Steam Database https://steamdb.info/app/982440/
Grassoff
Country Russia?

If purchased at the Steam store and sent by gift, there is a case that it can not be sent if there is a difference of about 10% or more in price.
Если вы покупаете в магазине Steam и отправляете его в подарок, вы не сможете отправить его, если разница в цене составляет 10% или более.
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Раздаваемые игры могут иметь региональные ограничения в рамках представленных на нашем сайте регионов. Если ваш гифт или ключ имеет ограничения, которые не охвачены выбранными нами регионами, их раздача запрещена.
Region restricted gifts and keys are allowed for a select number of regions. If you have a gift or key for another region, it should not be posted at this time.
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A good way?
In the case of a public GA, there are cases in which it can not be deleted for the convenience of the above-mentioned regulations, and if the winner does not allow re-roll or delete, there is a possibility of temporary suspension.
set up a "discussion", describe rules such as "delete if key is invalid", and provide an invitation URL attached.
If it does not work, you can consult with support and delete it.

Yes I am from Russia. There was no mark on the product, which has restrictions by region. Please reply moderators how to solve the problem, so as not to get fines and bans on the site.

Seeing that the game is so inexpensive maybe you can discuss with the winner and trade them marketable items (cards, gems, emojis, etc.) to buy it themselves.

There are 4 winners
1 Got a Gift
2 Allowed to cancel distribution
3 does not add to friends
4 does not add to friends

What to click to cancel distribution?