What do they call Santa Claus in Italy and Russia?

Answer 1

Here are what the person who brings the gifts is called in these countries:

Italy: Babbo Natale ("Father Christmas"), Gesù bambino ("Baby Jesus"), La Befana, Saint Nicholas, or Saint Lucy.

Russia: Дед Мороз (Ded Moroz, "Grandpa Frost"), Чысхаан (Chyskhaan "Lord of the Cold").

Answer 2

They don't say Sanata Claus at all in fact. they have their own.

She is a witch-like character called La Befana.