You can only demand lands YOU have captured and have a core or claim on from nations the war leader is allowed to negotiate for, in many cases that will mean only the war leader but I'm going to guess Russia IS the opposing war leader in this case. If Russia is the war leader, is Neva a Russian province? If not, do they have permission to negotiate for the state Neva belongs too?
Is the province under your control? I.e have you successfully seiged it or is it under the control of an independent ally?
If it wasn't a coalition war and you were fighting a standard alliance then you'd be able to negotiate the annexation of provinces you don't have a claim on (As long as you were in control of said provinces), you'd also be able to negotiate separate peace deals with junior members. You just need to be wary of your Aggressive expansion score.