In Bulgarian:
Tsar - Цар
Tsarina - Царица
Grand Duchess - Велика Княгиня
Grand Duke - Велик Княз
Tsarevich - Царевич (I'm not quite sure about this one, though

)
Russia - Русия
palace - палат / дворец
Nikolai II - Николай ІІ
Although I live in Austria right now, and I can speak German... I have no idea how you write these words in German

... Cool topic, by the way.
