Lots of places are named after immigrants. England, Scotland, France are all named after people that came from elsewhere. Brittany is named after the Britons that came from Britain, so is a good example where the two places have essentially the same name, like Sasainn and Saxony. Brittany is known as Breatainn Bheag in Gaelic (but see here for further confusion https://forum.duolingo.com/comment/35337674?comment_id=35337675) to distinguish it from Great Britain, and Britain is known as Grande Bretagne 'Great Britain' in French to distinguish it from Brittany. I believe that this is the origin of this term in English, although not everyone agrees.
Saxony is Sagsainn according to Am Faclair Beag, (which could be biased as it is written by a German speaker) and Mark (who probably isn't).