Possible Clues:

• Southern peninsula in part of modern Russia
• Southern Spain and Portugal, generally cold place
• Colder than Coventry for those sent into isolation?
• Small peninsula where snow is common
• Where dissidents were sent by heads of Soviet intelligence -- one in particular
• Neighbor of Irkutsk on a Risk board
• Cold area is backed by secret police chief
• Vast Asian region of Russia
• Risk territory
• Son ousts leader of African country, a place of exile