Nina Cassady claims that Nicolas Brezin was a member of the KGB until 1999. However, the KGB ceased to exist on December 3, 1991, 22 days before the Soviet Union was dissolved.
Feminine last names such as Brezin or Sokolov would only be possible for naturalized citizens who changed their last name, for the second and later generation of immigrants, or for wives of Russian immigrants (Renee Rostov). In Russia, the girls' last names would be Brezina and Sokolova.
"Nadia" is not a Russian legal name. It's a diminutive form of "Nadezhda" (Hope).