Ah, the spelling floodgates open! Seriously though, MBZD is onto something. The country name in Russian is Казахстан, and the Russian letter x can transliterate either as h or kh. In the Kazakh language it's Қазақстан, which can be transliterated as Kazakstan, Kazakhstan or Qazaqstan!
I always miss the US on quizzes like this, this is the second time (forget what the first one was), I run out of time and my mind just doesn't go there, I thought I was missing something near Kaliningrad.