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Hey there,
In the Unitleaders.rpk you can find the entries of both the heroes and leaders with their string names, you van either add your own custom string there or replace it with an entry from a new string file.
The city and fort-names are bound by race, they can be found in the AOW_structures.rpk in the City Settings Category of the Settings tab. These don't accept direct custom strings so you are forced to use a new custom string file for them.

I think the best way would be to create your own new string file with the desired new names.
I don't do string file editing myself so don't know where the vanilla ones would be located, or if it is advisable to edit them.

Good luck!:)