"And for the record, the Swedes call it Tyskland. No idea why. We finns call it Saksa, probably because our main overseas connections there were with the region of Saxony or something. I know Hanseatic League traders were often called kauppasaksi (roughly, "Saxon merchant") back in the day."

seems obvious, "kauppa" looks like "kaufen"= buying => "Kaufmann" => merchant in German...

"Germany is Tyskland which I still wonder why, closest thing is Teutons perhaps."

it probably comes from the Old Highgerman "*diutisk" meaning something like "language of the poeple" => 'deutsch' => "Deutschland"