The "barony" of Kingisepp was named after the estonian bolshevik leader (also, the real town is not in "Torzhok" but in "Vodi", about midway between Petersburg and Narva).
The "barony" of Volgostroy (meaning Volgo-build) is a generic soviet name for newly established worker towns, typically to host slaves hoisted up for massive building projects. Won't bother searching for it, but I can bet in advance it was established somewhere in 30s or 50s as a concentration camp for the builders of some hydroelectric dam on the Volga.
It's like having the province of Leningrad in the older EU. In 1500s, yeah. Paradox cannot into placename research.