[Bigg Red]

Grok explained it for me:

Sassia/Saxia: This comes directly from Saxonum (“of the Saxons”).

These names preserve the memory of the Schola Saxonum (also called Schola Anglorum or Burgus Saxonum), a medieval Anglo-Saxon settlement and hospice for pilgrims near St. Peter’s in the area that became the Leonine City (between the Vatican and the Tiber).

[SunkenCiv]

Thanks! Wikiwacky sez this: “Lungotevere in Sassia... takes its name from the Schola Saxonum...”