These are the steps you would follow if you wanted to change the displayed country name when Salesforce State and Country/Territory picklists are disabled.
It is possible to override or translate all the application's labels and messages using the Salesforce Custom Labels feature.
Are you using State and Country/Territory Picklists?
First you must enable the Translation Workbench for at least one language:
With the workbench enabled you can now edit the Custom Labels.
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The below example illustrates changing the displayed name for Spain:
You now need to use the value used above, "ESPAÑA", in the Integration Value field for Spain in LEDQ Countries (under Custom Metadata Types). This Spain example is continued here: Country Custom Metadata Type and illustrates where this would need to be added.