From Finland,

None with much international fame died in 1942, but a few authors who might be worth mentioning:

Tatu Vaaskivi, died in September 1942, not translated into anything as far as I know; Wikipedia entry in Finnish only: https://fi.wikipedia.org/wiki/Tatu_Vaaskivi

Artturi Järviluoma, died in January 1942, some works translated into Swedish, German, French and Flemish at least: Wikipedia pages in Finnish, Swedish and French:
https://fi.wikipedia.org/wiki/Artturi_J%C3%A4rviluoma
https://sv.wikipedia.org/wiki/Artturi_J%C3%A4rviluoma
https://fr.wikipedia.org/wiki/Artturi_J%C3%A4rviluoma