A Зануда is someone who’s a downer or a bore. The rapper Зануда (Zanuda) was born (in 1981) as David Nuriyev (Давид Нуриев) in Baku (Azerbaijan), but moved to Moscow at age nine. He was part of Centr and also goes by Птаха (Ptaha).

Каспийский = Caspian; Груз = cargo or load, also meaning goods or a burden. Каспийский Груз comes from Azerbaijan (which borders the Caspian Sea) but sings in Russian, and that’s all that matters.