Which of the following has never been a kingdom in the Caucasus?
Oghuz Yabgu was a Turkic state between the Caspian and Aral seas between 750 and 1055 CE. It occasionally allied itself with the Kievan Rus against common enemies such as the Khazar Khaganate.
Colchis, or Egrisi, was a kingdom in what is now mostly western Georgia. It existed from the 13th to the 2nd centuries BCE, and appears in Greek mythology as the land where the Argonauts found the Golden Fleece - and stole it with the help of the king's sorceress daughter, Medea. It was also said to be the land where Prometheus was punished for revealing the secret of fire to humans.
Iberia, or Kartli, is also now mostly in Georgia. It is not to be confused with the other Iberia that gives it's name to the Iberian Peninsula (Spain and Portugal). There are no proven links between the two Iberias. The Kingdom of Iberia in the Caucasus existed from the 4th century BCE until 1008, when it was unified with the Kingdom of Abkhazia to form the first unified Georgia.
The Caucasian kingdom of Albania is these days often referred to as Caucasian Albania to distinguish it from the Balkan state of the same name. Caucasian Albania existed from the 2nd century BCE until the 8th century CE, spending a large part of that time as a vassel state of the Persian Sassanid Empire. It is now mainly in Azerbaijan.