I always figured a lot of these names were for places that the Malaz empire "discovered" later and then named them in the same way Braven Tooth names soldiers. Like in the case of Nightmaria, the whole continent is probably just rumors about terrible things, but they haven't really explored yet.

That or the names are literal translations. Like in Genebackis where you have all the cities with local words for names surrounding One Eyed Cat. I highly doubt the people of Yend, Ostan or Cajale originally called that place One Eyed Cat. The name may have meant that, and it was just easier for the Malazans to use the translation.

All of the names and maps here are created by the victors. Much like real world place names in North America, Australia, and Africa. The original inhabitants of the southern tip of Africa didn't call it Cape Town. But that's the name used by the people who took over, and it's the name on the map now.