The cavalry officer won a reputation serving as a staff "galloper" in the Prussian Army before he fled to Russia. In 1812 he was present at the Battle of Borodino. Was he an officer in a Russian army unit? At the same time Clausewitz was in the Russian Army but I have not found Dohna in his memoirs. Dohna took command of the Hussars of the Russo-German Legion and led them in 1813-14.
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Keith, Friedrich Karl Emil Graf zu Dohna-Schlobitten became 2nd November 1812 a Russian major (with appointment in the 1st Hussar Regiment of the Russo-German Legion), according to Priedorff, No. 1539. His participation in the battle of Borodino ist very doubtful, despite Priesdorff claims that. In Dohna's biography it is said (*, p. 33), that Dohna travelled with colonel v. Boyen from Vienna to Petersburg, they left Vienna 11th September 1812 and got the message from the battle on 20th September in Lemberg , which is far from Moscow. I would doubt his description as a staff galloper, too, at least in the sense of Wellington's gallopers. Dohna got a general staff education in 1804 at the "Kriegsschule" in Berlin and was indeed promoted by Scharnhorst, but for formal general staff work.
(*) (Anonym). Mittheilungen aus dem Leben des Feldmarschalls Grafen Friedrich zu Dohna. Berlin[: Selbstverlag], 1873, 256 S.