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(e.g., Königsberg / Kaliningrad)
That'd be an extremely bad example, since Kalingrad has no place in any game set pre WWII; and unsurprisingly it also is not in game. (Checked the files just to be sure, but would have been really really surprised if it was in.)
And for the provinces with dynamic names I'd imagine that the default names should be used---even when the default names make no sense in 1444.