I know some of them. Do you know are these made up or they have a deeper meaning?
Venya, Solania, Mertion, Jovar
Dothion, Shurrock
Belierin, Thalasia
Krigala, Brux, Karasuthra
Ossa/Aquallor, Pelion/Mithardir
Nidavellir
Cathrys, Minethys, Colothys, Porphatys, Agathys
Oinos
Chamada, Mungoth, Krangath, Khalas
Minauros, Maladomini
Avalas, Thuldanin, Tintibulus, Ocanthus
Many are likely just made up, but several others are taken from real-world mythology. For example:
Each layer of Ysgard (derivative of Asgard) is taken from several of the 'nine worlds' of Scandinavian myth. Muspelheim (translates to 'fire home') was the realm of the fire giants; Jotunheim ('giants home') was the realm of the frost giants; Nidavellir (also known as Svartalfheim, or 'dark elf home') was an underground realm inhabited by dwarves and the svartalfar (dark elves).
In the Gray Waste, Nifleheim ('fog home' or 'mist home') was the Scandinavian underworld; Pluton refers to the Roman god Pluto (Greek Hades).
Regions of the Greco-Roman Underworld included such names as Tartarus, Elysium, Phlegethon, Avernus, the Rivers Acheron, Cocytus, and Styx.
The first layer of Arborea, Olympus, was obviously named after Mount Olympus.
Limbo and Gehenna are less popular afterlives in judeo-christian myth.
As for Baator... Avernus was already mentioned above. Dis appears derivative of Dispater, which was another name for Hades. Minauros may have been derived from King Minos, one of the judges of the Greek Underworld. Phlegethos appears to be taken from Phlegethon (as above). Stygia seems derived from Styx. Cania used to be called 'Caina' in earlier editions of the setting, so was probably derived from Cain. And Nessus was the name of a centaur in Greek myth who came into conflict with Heracles.