The term Saka refers to the Indo-Persian peoples, many who roamed Central Asia. Not much connection with Saxons, sorry. Even Buddha sometimes is referred to as Sakyamuni Buddha. Is he a Saxon?

The Greeks referred to any horse riding group on the Eurasian plains with the general catch term Scythians. BTW, they crushed the axe-wielding Sacae at Marathon. Those asiatic slaves of the Great King of Persia didn't show much. If that is what you want for your ancestors, so be it.