Possible Clues:

• With Rome's agreement, live song's sent up here in Russia
• Russian region known for its harsh winters
• Region to which Russian and then Soviet governments sent those considered disloyal
• Place of exile is backed by head of secret police
• Most of Russia
• The larger part of Russia
• Stereotypical place of exile
• Greek character more intoxic­ated, we hear, in region of the far north
• Bear is one shivering in freezing region
• Bear is swimming around island in a chilly part of the world