Furness and Markowitz are agents with the CIA.
No first names are mentioned here because none are given in the two short adventures we have of the pair. For the most part in both short recounts, they are talking to each other and names are not needed. Certainly we the readers do not have problems telling them apart.
Furness is the senior spy in this pair of operatives stationed in the embassy in Moscow in the closing days of the Cold War. Furness is obviously Markowitz's boss with his having a normal office in the building and Markowitz having to make due with "a converted broom closet in the embassy's basement".
Interestingly, we are told straight out that Furness was the "embassy's CIA person" while Markowitz was just identified as being "a spy" which is odd because clearly Furness is the boss and gives the orders.
Furness has a pencil-line moustache which he is fond of, stroking it often while talking. He is very much a clothes horse and is invariably dressed in style and taste, though sometimes he would look more like a British diplomat and other times "it was [Furness's] month to look French". In the official roster, Furness is 'listed as an agricultural attache', though we are told that "he couldn't tell a field of alfalfa from a field of golden rod - even in hayfever season" or "a field of beets from a field of Russian thistle".
Markowitz is listed as that of a "third-assistant secretary" in that roster. His parents emigrated from Russia before the Revolution, which is why he spoke that language like a native, even though he had grown up in the Bronx. It is Markowitz who seems to be more often sent out into the field, likely because he could blend in better.
"Markowitz had trouble following the CIA man's logic, but then he usually did."