Well, the German people are called "Deutsche" which sounds very similar to doitsu when spoken. And if someone is a German the he is "Deutsch".
Also Finland doesn't sound that wrong, just ancient. One of the larger "Clans" that lived in the area that later was called Germany were the Saxons, in German "Sachsen" which again sounds very similar to Saksa. No idea if that's the actual reason for the word though.