The Hephthalites descend from the Lesser Yuezhi, that is, the Indo-Europeans of Mongolia, according to the Russian researcher Klyashtorny, who relies on the Chinese chronicle. Probably, under pressure from the Xiongnu, they could change their language to the R-Turkic-Oghur language, but there was clearly not enough time for assimilation, about 200 years.
Kipchaks, or Cumans in European languages, come from Xueyntuo, from the Tele, or Gaogyui, confederation
https://en.wikipedia.org/wiki/Xueyantuo, according to Klyashtorny, who relies on some evidence. They and the Oghuz already spoke a single Z-Turkic (Oghuz) language. The Z-lingual Türks could not understand the R-lingual Türks without an interpreter.