To get from Hainan to Moscow (or vice versa) it is best to use the airplane. The flight can be charter or regular, it all depends on whether the dates fit in the schedule of non-stop flights. In extreme cases, you can fly with 1-2 docking in Hong Kong, Beijing, Shanghai, Guangzhou, Urumqi, etc.

Despite the fact that Hainan is an island, you can get there by rail. True, this is the path for the strong in spirit and possessing a fair amount of time. If there is a lot of it, you can take the Moscow-Beijing train and another 40 hours by train from Beijing-Sanya. Much less time will be taken by train from Guangzhou (where you can fly by plane) to Sanya.

There is also the possibility to get to Hainan from Guangzhou, Urumqi and other cities by bus, or from Guangzhou by ferry. But the conditions on it will be extremely uncomfortable, it's better then to choose a train.