The name "Chechnya" was in fact coined by Russians, and is named after the once-upon-a-time border village Chechen-aul, beyond which the Russians knew this yet unknown, but troublesome people to live. When the Chechens rushed to declare their independence in 1990, they realised the country had no native name of its own, and a fierce debate ensued.
The only grammatically correct, native names would be Nokhchi-Mokhk or Nokhchi-cho. But since Chechen head of state General Dudayev realised that nobody in the world would be able to pronounce either of those names, he had the name be Ichkeria instead, which actually means "that place over there" in Kumyk (which is not spoken in Chechnya).
Ichkeria is how the Russian 19th century poet Lermontov called that general corner of the empire, and Dudayev, having spent most of his life in army garrisons around the Soviet Union, happened to love Lermontov's poems and know them by heart. "Any objection to the fact that Lermontov was a European romantic who regarded the Chechen warriors as magnificent untamed beasts was dismissed as pedantry by Dudayev". (
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