What am I actually naming?

[Eld]

To me Thyandul looks like a state name and Adrinados like the name of a region.

For myself I distinguish state names and region names as follows: States are political things with borders (or not) and ruler(s). They are defined by the head of the state as "the territory I rule".
Regions are defined as geographically or cultural parts of land. So a region could be the "land between river a and forest b and coast c". Or it could be the "land where we speak language D". That means that a region is not a political thing. So a region could be divided amongst states. That's the way I think of regions and States. Of course there are sub-levels to states as counties and provinces and so on, just as regions could belong to a big one and be divided into smaller ones.

I read the names Thyandul and Adrinados in that way, Thyandul as political and Adrinados as geographical/cultural. Yet I miss borders on your map. To me it's hard to figure out how big the states are and what shapes they have, if there are no borders. I would also suggest to use different fonts for state names and region names so one could distinguish them easier.

As I work on my own fantasy world, Nerrac, I know how hard it could be to come up with good names. That's the reason why naming areas and places on my maps is such a slow process.
For my continental map I decided that the map was produced by members of a university and so the language of the names is generally the one of the country the university is placed in. I only go for "foreign" names if the university-language has no name for the place. This is mostly the case for places far away where contact is rare.

[Azélor]

Unless you have knowledge of the language used to make the name, saying that x is the name of a province or y is the name of a region is completely subjective.

[Ninkasi]

I think it might help to think a bit about the history of how the regions or provinces developed in your world.

Say it's something like England -- let's take examples like Essex and Northumberland. Originally, these areas were ruled by the kings of Wessex and Northumbria. Over time, these kingdoms were absorbed into a larger Kingdom of England, but remained distinct as administrative regions ruled by Earls, who were, at least theoretically, descended from the original kings. As the country's political system modernized, Earls began to have less of a role and the areas developed into modern counties, administered by county officials. That's where many county names come from in England.

So the question is this: Who originally consolidated and named this region? Who were they ruling -- was it a group of people they led there that shared their ethnic background, or did they mostly conquer an existing people and add this to their other territories, which would leave preexisting naming conventions for towns and geographic features intact? Does the political institution built by the person who named this region still exist in some form? Has it been absorbed by a larger power? If so is it an administrative sub-region, or did the larger power completely eliminate any vestiges of the original entity? Or did that once-great power crumble, leaving a power vacuum that hasn't been filled?

I don't know how far you've thought through your world, but I personally like having these kinds of answers to help me with the naming. This can also help you identify your ethnic subgroups and migration patterns, which can guide you to place name conventions (suffixes denoting cities and the like).

All that being said, I agree with your assessment that you're lacking in cities, and I agree with other commenters that without borders, natural or otherwise, many of your subregion names look arbitrarily placed.

[vaiyt]

I'd like to add my two cents to this old topic, in case there's someone like me reading dead discussions.

Maps are always made for someone. They should contain the labels that are important for the (real or in-character) map-maker and the (real or in-character) intended audience. To take the LOTR example, Ithilien is labeled along with Gondor and Rohan because it's very important to the plot, and the function of that map is to illustrate the book's story.