From this blog which answers Who are Gaudiya Vaishnavas?
“Gauḍīya” indicates the part of India between the southern side of the
Himalayan Mountains and the northern part of the Vindhyā Hills, which
is called Āryāvarta, or the Land of the Āryans. This portion of India
is divided into five parts or provinces (Pañca-gauḍadeśa): Sārasvata
(Kashmir and Punjab),Kānyakubja (Uttar Pradesh, including the modern
city of Lucknow), Madhya-gauḍa (Madhya Pradesh), Maithila (Bihar and
part of Bengal) and Utkala (part of Bengal and the whole of Orissa).
Bengal is sometimes called Gauḍadeśa, partly because it forms a
portion of Maithila and partly because the capital of the Hindu king
Rāja Lakṣmaṇa Sena was known as Gauḍa. This old capital later came to
be known as Gauḍapura and gradually Māyāpur.
The devotees of Orissa are called Uḍiyās, the devotees of Bengal are
called Gauḍīyas, and the devotees of southern India are known as
So the word “Gauḍīya” in Gauḍīya Vaiṣhṇavism refers to a geographic area known as Gauḍadeśa.
Here is a map I found where kingdom of WB is known as Gauda Kingdom.