I would neither totally dismiss, nor immediately believe this report. Surely FSB is a dark organization--reincarnation of KGB. However, at a time when al-Zawahiri was allegedly in Russia's Dagestan (1998), AlQaida with Taleban that Controlled much of Afganistan had been hostile to the interests of Russia, and they planned to foment Islamic Revolution in Central Asia which went directly against Russian Interests. Training Zawahiri would have meant training the dangerous enemy of both Russia and US.
Maybe FSB didn't know who Al Zawahiri was and maybe they wanted to use him for one of their missions. Or maybe Litvinenko simply tries to get more media attention. I can understand him--he runned for his life from his former colleagues at FSB, and he is a fierce opponent of Putin regime. I respect him for his opposition to Putinists, but he may be using exaggerations or distortions to get back at his enemies in Kremlin and FSB.
P.S. USSR KGB and other Communist Eastern European secret services trained and financed Arafat and his thugs.
Bin-Laden at one time was one of the beneficiaries of CIA and Pakistani intelligence when US was leading the effort to remove the Soviet occupying forces from Afghanistan. Unfortunately as the result of "enemy of my enemy is my friend" mentality of the "Cold War" era, a genie of Islamic fanaticism was unwittingly let out of the bottle and turned loose.
In your estimation, how did (and does) Rabbani fit into the equation?