Astarorin is just Astaroth + loli + n, no need for the -con
Other possible interpretations :
Yuusha + Shamrock = Yuushamurokku
Senshirya could be a mix of senshi and Cecillia (seshirya)
Madoushka could be madou + the -shka ending of russian names (like in petrushka or annushka)
Fatalite is just French for fatality
It seems a bit far-fetched that the author would pick stuff from so many countries though...