Hal, my background includes six years of studying history at the University of Munich, and although I am not myself an eastern German, I have always had a particular interest in eastern Germany.
You mention simply "Eylau". If you're certain that your ancestors were from the Prussian province of EAST Prussia, the capital of which was Königsberg, then they would have been from a city called Preussisch Eylau (Prussian Eylau). Preussisch Eylau was located about 25 miles south of Königsberg and in 1939 had a population of about 7500 people. (My grandmother's elder sister, although herself a Hessian, happened to have met and married a man from Preussisch Eylau.)
When the Soviet Union took the northern half of East Prussia following World War II and the original German inhabitants expelled and the region repopulated with Russians, all the cities, towns and villages were of course given new Russian names. East Prussia's capital, Königsberg, is now known by the Russian name Kaliningrad. Preussisch Eylau is now known by the Russian name Bagrationovsk.
In the neighbouring Prussian province of WEST Prussia, the capital of which was the city of Danzig (now known by the Polish name Gdansk), there was a city called Deutsch Eylau (German Eylau). But as mentioned before, if you're certain that your ancestors were from EAST Prussia, then they would have been from Preussisch Eylau.