Finnia is the post-ICE Age name of the Shadow World continent of Emer, which was immediately south of Jontara. It is not portrayed on any map of Elanthia. It is very rarely referenced as an orphaned term, and does not yet have modern documentation. Aspects that would originally have been kept there, such as Idolone and the Kannalan Empire, were later changed to be part of the history of Elanith.
Finnian saddles are now a broad type of lightweight riding saddle for horses in the mount system. The background for this or their place of origin has not been revealed yet.
Behind the Scenes
Emer was one of the two major continents in the archaic history. It was the center of the resistance faction led by Utha in the Lord of Essaence civil war against the Empress Kadaena. Thousands of years later demi-gods called "Titans" from Orhan (Liabo), offspring of elves and gods, moved to the continent and lorded over it for much of the Second Era. The Dark Gods fought them in the Wars of Dominion --- most notably Scalu (Sheru), Andaras (Andelas), and Kesh'ta'kai (Fash'lo'nae) --- with Andraax almost being slain by Scalu alongside one of the Titans at the Battle of Maegris in 6825 Second Era.
The Library of Nomikos (Biblia) was located in between Emer and our own continent of Jaiman, and the Order of Vult (Voln) was founded in its theocracy of Klysus (Luukos) in its original backstory. Most continents in Shadow World have little or no development. Folenn is still mentioned in the game. Gaalt, Thuul, the fortress near the South Pole, and possibly Govon were implicitly relevant.