No es rusa: https://en.wikipedia.org/wiki/Katya_Zamolodchikova#Early_life
A native of Marlborough, Massachusetts, McCook graduated from Marlborough High School and attended Massachusetts College of Art and Design, where he studied video and performance art in the Studio for Interrelated Media (SIM) program, where he first became interested in drag.
McCook created the Russian drag character Yekaterina Petrovna Zamolodchikova in 2006, creating the stage name from a combination of Russian names and one of his favorite gymnasts, Elena Zamolodchikova.