I don't know of stores, especially since I'm from the eastern part of the EU, but I know about miniatures of the 5'th century.
It really depends on what scale you would like the miniatures to be, the material (plastics, metal, resin) they are made of, the size of the diorama and how much you want to invest in it. Also are you going to paint them (as figures from most manufacturers come unpainted!) or do you want to buy them directly painted? (many companies that produce them offer painting services at cost)
The smallest scale I'd recommend is 28mm (meaning about 3 centimeters each miniature), mostly a metal scale, and that one still has good detail.
You can find details about companies that produce these kind of figures here (just search for Late Roman, Goths, Huns, Picts)
There is also 1/72 scale (smaller than 28mm, about 2 - 2.5 centimeters) where you can find many cheaper plastic miniatures. If you want big dioramas this is a good scale but has less detail and plastic is harder to paint than metal. There is a great review site for them here (just search for Late Roman, Goths, Huns, Picts):
Another scale is 1/32 and it's close relative 54mm (meaning 5-6 centimeters each miniature). I couldnt find review sites or manufacturer lists for this scale, but it seems there are individual (not sets) models at this scale for this period. They cost the most though.