In 1999, Drobiazko and Vanagas began spending time with Elena Tchaikovskaia in Moscow, while continuing to work with Maslennikova in Kaunas. They were also coached by Lilija Vanagiene and Anatoliy Petukhov. Drobiazko and Vanagas retired from competition following the 2001–2002 Olympic season, but returned to competition in 2005 to compete at their fifth Olympics. In preparation for the 2005–2006 season, they worked with Maslennikova, Rostislav Sinicyn, Igor Shpilband, Marina Zueva, Gintaras Svistunavicius, and David Liu, in the United States, Germany, Russia, and Lithuania. Drobiazko and Vanagas became the first and only figure skaters to compete at five Olympics. They retired again in 2006 following the World Championships.