In terms of Baelsar, I had a funny feeling about the name that I couldn't quite put into words -- then with a little help from the Gugull monster -- I remembered:

Baal or Bael, one of the seven princes of hell, a demon, mentioned in the Hebrew Bible.

Tsar, a Slavic title equivalent to emperor, king, or the like, from the name Caesar.

= Demon Prince/King?

Whenever I make up names, I tend to put together the names by syllable. Therefore, when I attempt to break down a name, I examine it by syllable. This doesn't always assist me, but all the same I wanted to explain my method above.