The modem Yota not a cake?
For example, if you travel to different cities where there are different operators prefer to have a single 2/3/4G (GSM/UMTS/LTE) modem, and a set of SIM cards than the set of modems under each statement.
It is worth saying that the modem of the Megaphone uses the LTE network of Yota that is, not their own, in contrast to MTS, which has its own LTE network.
MegaFon had an agreement with Yota.
On the one hand, you're right, Yota and MegaFon are using the public network base stations (RAN-sharing).
On the other hand, with regard to the issue, branded (lechenie) MegaFon modem to work with SIM-kami Yota will not be because of the networks of different MNC codes, and without the ability/opportunity to unlock modem branded modem is better not to buy.
It is best to look for nebrendirovannoj modems similar to those used by MegaFon and other operators, but under the name/logo of the manufacturer, not the operator. Technically, the modem must have support for band 7 (range 2.6 GHz FDD), as well if there is support for band 38 (2.6 GHz TDD band) is in this range, MTS has built network in Moscow and probably it still will build a network in Russia. There are other bands, but the emergence and widespread distribution networks in them, it is too early to predict.
Here models of Huawei modems I would suggest to watch: E3276, E3272, and pretty interesting model with support for distribution via the wifi E8278.
At the point of sale Yota will need to get a SIM card that is not always easy, but really.