> Estonia, Latvia, Lithuania were always part of "Russia"
No it wasn't. Here's a quick timeline of Estonia.
1219–1346 (127 years): Danish Kingdom
1346-1561 (215 years): Livonia, Polish-Lithuanian Commonwealth
1561–1710 (149 years): Swedish Empire
1710–1917 (207 years): Russian Empire
1944–1991 (47 years): Soviets