Okay so the main idea of this is Russia is possessed by a demon. It's an idea I can not be credited for solely but I did tweak it a bit.

In all honesty what if Russia was human before this? He made a deal with a demon to live forever at the cost of his soul. Of course the demon or general winter for more specific terms, tricked him by making him a nation. This is why he is older than the actual Russian empire, Soviet union, and present day Russia combined. The problem with this is his sister's, he could have granted immortality for them as well or Ukraine could have found him and took him in. I'd like to say the latter.

Will update when I gave more ideas.