Recently, I watched an interview with Andrey Bezrukov (a former [illegal intelligence agent] / [undercover agent] / [sleeper agent]).

some other options

At the end of the interview, he was asked for a book or movie that left a strong impression [on him].

I think adding "on him" sounds better, but what you wrote wasn't wrong.

He said it was “The Defeat of the West” by Emmanuel Todd.

You could also say "His choice was"

Another way of talking about authors and books is like this: Emmanuel Todd's "The Defeat of the West".

I’ve downloaded an audio version of the book and finished it today.

I think it sounds better to say "I downloaded", maybe because you've finished listening to it?

(it seems that the book is only available in French and Russian only, so I can’t recommend it to you) .¶
¶
Yesterday, I reviewed Fight Club – an underestimated/underappreciated/under-rated movie from 1999.

"only" sounds more natural here.

I wanted to write an entry about some analogieparallels/links between the movie and the book.

Analogies are to do with the author's intentions. "The political analyst used an unhappily married couple as an analogy for how an arms race happens".

I guess you could say "I wanted to make an entry about the two, using the movie's plot as an analogy for the the book's arguments".

Something like “An Unheard Prophesy” or “Outpouring from 1999”… ¶
There’s a few points really, but that is a silly idea, so I won’t.

Recently, I watched an interview with Andrey Bezrukov (a former illegal intelligence agent).

At the end of the interview he was asked awhich book or movie that leftleft him with a strong impression.

Something like “An Unheard Prophesy” or “Outpouring from 1999”… ¶
There’s a few points really, but that is a silly idea, so I won’t.