The electricity grid operators of the three Baltic countries on Tuesday officially notified Russia and Belarus that they will exit a 2001 agreement that has kept Estonia, Latvia and Lithuania connected to an electricity transmission system controlled by Moscow.
If they can’t generate their own, I’d guess they’d have to buy it from a neighbour. The agreement isn’t a total lack of trade, but withdrawing from Russia having control over their grids.
Of course that means they’d have to behave in Kalingrad, else they’d see power cut off. Personally I thing Moscow has the resources to build a power plant in Kalingrad if they haven’t already.