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Yes, Finnish is related to both Hungarian and Estonian. Finnish and Hungarian separated so long ago that Hungarian is incomprehensible to a Finn and vice versa. But Estonians and Finns can understand pretty much of each other's languages. Estonian actually derived from Finnish, so in a way the Estonian language is simpler and shorter, but basically they are very much alike. The Finno-Ugric languages are not related to the Indo-European languages (English, German, French, Russian etc.), so it's rather difficult for a native speaker of Finnish, Hungarian, or estonian to learn the other languages commonly spoken in Europe, as the essential structure and the vocabulary of the languages are so different.
But speaking of names, it is true that the Finnish names and the Estonian names look similar, but I agree that Estonian names should be included. Not all of them are related or even known in both countries!