Up until 1939, Thailand was known as Siam. The change was facilitated by the country’s king at the time. In the local dialect, Thailand is known as ‘Prathet Thai’ which means “the country of free people” as a nod to the first settlers of the country who fled from China.
https://en.wikipedia.org/wiki/Netherlands
#1 also in Germany we still call it "Holland", this name was never really taken away from them.
#4 well, the more important thing that happened was 1993 when Czechoslovakia separated into Czechia and Slovakia.
Too many times, incorrect names are applied to places for the sake of a foreigner's convenience. eg Munich and Cologne are not the names of the places.....