All of the countries in your list, except Russia, are within the EU. Therefore there's no true 'duty free' available when importing tobacco or alcohol from those countries, only 'duty paid'. The cheapest place to buy tobacco products from the EU countries you've listed is Estonia:
https://www.statista.com/statistics/415034/cigarette-prices-across-europe/
(Click 'Expand Statistic')
The price of cigarettes in Russia is cheaper still. (Around £2.60 for 20 in shops but possibly far cheaper if you can find a duty free outlet). However, because Russia is outside the EU, you're only allowed to bring back 200 cigarettes from there without paying UK duty.
EU statistics (here:
http://ec.europa.eu/eurostat/statistics-explained/images/b/b4/Table1Price_level_indices_for_food%2C_beverages_and_tobacco%2C_2016_%28EU-28%3D100%29DECF1_new.png ) show that the cheapest place on your travels to buy alcohol is Germany. However as far as whisky is concerned, this table suggests that you might find similar prices in the Netherlands:
https://www.globalalcoholprices.com/alcohol_prices/Russia/
Note that while whisky is dearer in shops in Russia than in the UK, you might find it cheaper if you can find a genuine duty free outlet. However (because Russia is outside the EU) you're then limited to bringing back just 1 litre without being hit for UK duty.
VERY IMPORTANT: Make sure that you keep all of your receipts for purchases of alcohol and tobacco (and, indeed, for any luxury goods, etc) that you purchase in EU countries. If you don't, HMRC will be entitled to assume that you bought them all outside of the EU (in Russia) and either confiscate your goods or clobber you for Import Duty, Excise Duty and VAT.