Nana was the daughter of Oligotus, which could have been a corruption of Aurelius Valerius Sogus Olympianus, a Roman governor of Theodosia. Or he could have been a younger daughter of Theothorses, a Bosporan king. Either way she seems to have a Greek heritage from the area of the Bosporus.
At the greatest, the Kingdom of Bosporus ringed the Black (or Euxine) Sea, centered around the north eastern shore. Later it was also known as the Kingdom of Pontus.
Nana seems to have been a pagan who was staunchly opposed to Christianity. But then she contracted a mysterious disease, and was cured by a captive Christian slave. She immediately asked to be baptized. Her husband Miriam was a Zoroastrian from Iran. Historically they were contemporaries of Emperor Constantine who was thrilled to have another Christian on a nearby throne.
Iberia was a neighboring kingdom north of Armenia and together they are often called the Georgian kingdoms, along with Circassian and Colchis. Colchis was thought to be the place where the Golden Fleece was found, and the destination of Jason and the Argonauts. Today it is generally called the Caucasus Region.
Curiously, two areas, Iberia and Albania are better known as countries in Europe, Albania in the Balkans, and Iberia which is Spain. There is no known connection between the countries. Early Visigoths from the Steppes May have brought the word Albania to the Balkans, but Strabo seems to have used Iberia for the area that became Spain. And the Romans had changed it to Hibernian.