Possible Clues:

• Native of a former German kingdom
• Subject of Frederick I
• Like Frederick the Great's kingdom
• USSR in a mess, following pressure from an older European state
• Terrible puns -- air's becoming sort of blue
• Relating to a former German state
• Blue or soft red in the past
• Ova
• One from Europe may lose his head and be one from east of there
• First place Slavic language is of German duchy