About some names being totally unrecognisable in their native tongue, I think we should acknowledge the fact that EU is pretty Eurocentric in its outlook. Just look at the name of the game!
So I'd suggest using the names for strangely named places that were or might reasonably have been most used in Europe during the period.
Take Albania, I think there is an excellent chance it was known to the educated elite of Europe by its greek name, Epirus. After all, in the 14th century wars of Byzantine reunification, the area was known as the "Despotate of Epirus".
I'd also avoid using the names given to their cities and provinces by very small cultures if they also had more well-known names given by more influential nearby cultures. As one example, I think Nafarroa for Navarra is not so good, since for all non-basques it will have a very low recognition factor, and consequently adds very little flavor. Either the Spanish name Navarra or, even better, the French Navarre would be preferable. (Navarra was not pure basque anyway, both Castillian and French was spoken there at the time).
Also, I'd go with German names for those central-european cities that have both german and local names, since the German influence in these cities is definitely a flavor factor, being something belonging to the past. Just think of old Dracula movies!
So I'd suggest using the names for strangely named places that were or might reasonably have been most used in Europe during the period.
Take Albania, I think there is an excellent chance it was known to the educated elite of Europe by its greek name, Epirus. After all, in the 14th century wars of Byzantine reunification, the area was known as the "Despotate of Epirus".
I'd also avoid using the names given to their cities and provinces by very small cultures if they also had more well-known names given by more influential nearby cultures. As one example, I think Nafarroa for Navarra is not so good, since for all non-basques it will have a very low recognition factor, and consequently adds very little flavor. Either the Spanish name Navarra or, even better, the French Navarre would be preferable. (Navarra was not pure basque anyway, both Castillian and French was spoken there at the time).
Also, I'd go with German names for those central-european cities that have both german and local names, since the German influence in these cities is definitely a flavor factor, being something belonging to the past. Just think of old Dracula movies!