I changed all my placed into the old Gaidhlig for my book, but depending on where the characters are from depends on what they call the place... for Example London is Luinnainn in my series, but the French troops brought over by the Bastard King call it Londres.
One of the characters gains a Russian familiar and she refers to him as being Ruiseanach, he refers to himself as being Russkiy.
The Queen in Alba (Scotland) is also refereed to as the Banrigh, where as the Sasannach (English) King is called the King... likewise the English language is refereed to as Sasannach.
I have found it great fun actually. The old place names lend a level of atmosphere all their own...
Edinburgh - Dùn Èideann
Stirling - Sruighlea
Carlisle - Cathair Luail
London - Lunnainn