So what about...
Gollum - Klonkku
or
Middle-Earth - Keski-Maa
or
Orc - örkki ...?
Some others...
Grima Wormtongue - Grima Kärmekieli
(Käärme is "snake" in Finnish, so no worms here, but I think Kärmekieli sounds much better than Matokieli, which would be the literal translation of Wormtongue.)
Leaflock - Lehvähapsi
("Lehvä" is an old-fashioned word that means leaf and "hapsi" does not actually translate as lock, rather as a tuft of thin hair.)
Skinbark - Karppunahka
("Nahka" means skin and "karppu"... well it doesn't mean anything per se (as far as I know), but it conveys the feel/air of something old and wrinkled/creased... It's also notably close to "kaarna" which means bark.)
Ent - entti
Entwife - entvaimo
Enting - enttinen
Huorn - huorni
Goldberry - Kultamarja
Tom, Bert & William - Tom, Bertti & Viljami
(What is curious here is that William the Troll shares the first name with ... Barliman Butterbur! I think this is because Viljami would be the Finnish version of William and Viljami just rhymes prefectly with Voivalvatti (Butterbur) and is extraordinary and old-ish enough to replace Barliman.)
Rosie Cotton - Ruusa Tölli
Ted Sandyman - Ted Hiesuli
Mr. Underhill - Herra Alismäki
Mount Doom - Tuomiovuori
Ettenmoors - Jättijängät
Westfold - Länsimantu
Icebay of Forochel - Forochelin jäälahti
Iron Mountains - Rautavuoret
Blue Mountains - Sinivuoret
Helm's Deep - Helmin syvänne
Hornburg - Ämyrilinna
Dunharrow - Dunharg
(This is a weird case, since "dunharg" or even part of it doesn't mean anything in Finnish , it is a very non-Finnish word actually. I guess the name has been changed - unlike all other Rohirric names - just to prevent it from sounding too modern English.)
The Finnish translation was made by Kersti Juva. The translation is widely appreciated in Finland and in my opinion, it's a masterpiece. It flows naturally and the translator has been creative with the names. This is a remarkable achievement, especially as this was one of the first, if not the first, novel translations she made. Nowadays she's quite old and one of the most respected translators in Finland.
Legate and
Volo - those are very interesting, though I'm quite confident my mental images of how those words are pronounced are fatally wrong.
I can very easily see Shelob as Odula (what a creepy name, though sounds like some latin term for some biological thing
), Weathertop as Větrov and Leaflock as Listovlas. When Rivendell (which is Rivendell in Finnish, by the way) is called Roklinka it feels like emphasising the merry Elves in The Hobbit and the cliffs/rocks that shield the valley. Those impressions, I think, are only formed on the sound of the word. Calling Treebeard Stromovous is another matter... it doesn't quite fit my mental image... "stromovous" sounds like some big and ugly carnivorous thing...