Heroes 6 - Discussion

You also won't find Sandor, whose nationality is completely unknown.

Sandor (or rather, Shandor) is a Hungarian name. At least, that's what the developers say (a similar question was asked, and they provided a detailed answer).
In Heroes 5 (if you refer to the English localization), there was Nikolai (Nicholas in the Russian localization of Heroes 5) and Irina (Iris in Russian). Nikolai's father was named Alexei (became Alex in the Russian localization). His grandfather was supposedly Oleg (became Helge). The first emperor of the Griffin dynasty was named Ivan.