You've got to find it at least mildly amusing how native English speakers mock foreign languages just cause they never go through the effort of learning how to pronounce the sounds in them but still they think they're "a comical jumbling of sounds". "щ" sounded as "ст" to you cause you're not used with the sound. Much like you wouldn't recognise the different "sh" sounds in Swedish or like the Greek "s" would sound as "sh" to us Bulgarians.
Also there's a rule in Bulgarian which says that whenever there are 2 consonants of different types (a voiced and a voiceless one) one next to another, the one on the left is pronounced as its counterpart, accordingly to what the one on the right is. In the case of "Копривщица", "в" is a voiced consonant and "щ" is voiceless, so "в" the is pronounced as it's voiceless counterpart, "ф".

Also, we don't shout "Long live the car!" cause Bulgaria isn't a monarchy, and the closest we have to a tsar is one of the most infamous figures around.