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Each language has different ways to spell names that represent the same person or place. I remember when I was younger, chinese capital was called Pekin, while now is called Beijing. Also, Mao Zedong was called Mao Tse Tung (at least in spanish).
Recently the country Macedonia changed its name to North Macedonia. Some cities had changed their names in the past, like Saigon, Leningrad, Koeingsberg, Constantinople or Stalingrad.
Usually historical questions and answers use the name that was used in that time, so there is no confusion when we talk about Bizantium, Constantinople or Istambul. Because each name represents a different time.
But, what we do about names that have not changed, like Beijing or Mao Zedong. Shall we use the local name for each place/name? So, instead of talking about Warsaw we shall say Warszawa, or Moskva instead of Moscow? Juarez or Juárez? Venezia or Venice?
Same thing between real names and vulgar names, shall we say United States of America or simply America? United Kingdom instead of England? Neederlands or Holland?

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You appear to be conflating multiple issues here:

  • Latin1 transliteration

Languages that don't use the Latin alphabet have a special issue with spelling. You can't just match glyphs, because different languages have different sets of phonemes that align only by occasional happy coincidence, and a lot of Eastern languages in particular don't even use alphabets. This means there are often several arguably equally-valid ways to "spell" the same word using the Latin-1 character set that English uses. This is why there are so many different opinions on how to spell Qaddafi or Beijing.

  • Self-identification

Often when a new group comes to power in a nation or city, they want the name changed as a matter of asserting their identity. This should be respected, just as it should be with a human being who gives your their name or pronouns. This has happened with places like Persia/Iran, Constantinople/Istanbul, Burma/Myanmar.

This can get complicated with exile communities, who for identity reasons insist on the old name. I've encountered this with Iranian exiles, who insist on calling their homeland Persia.

  • Translation

Many place names have a long-standing English name that does not match the word used by residents in their native tongue. The obvious example here is Germany, which to German natives is instead Deutschland. This is a very common issue with non-English speaking areas that use the Latin alphabet.

Names of Mexican cities like Juárez are a special class of this in the USA. Most of us here don't have keyboards that can easily produce that á character, so we don't have much choice but to use an a. However, with the rise of the Hispanic population in the US, there are an increasing amount of people who think it is worth the trouble to pronounce and spell Latin-American cities the way the natives do. Particularly border twin cities like Juárez (which is essentially a suburb of the US city of El Paso, Texas).

  • Regional Pronunciations

This can be an issue even within the US. For example, New Orleans is famously pronounced by natives more like "Nawlins" (and sometimes jokingly spelled that way). There is a Miami in both Florida and Oklahoma (named after two unrelated Native American tribes), but the one in Oklahoma is pronounced completely differently (more like "Mie-am-uh")*. Missouri particularly tortures politicians, as everyone in the state is quite convinced that all outsiders pronounce it wrong, proving they don't really understand the place, but the "right" way varies depending on what end of I44 you live nearest. If you're going to be on national TV, there is literally no way to pronounce it right.

The point of all this is that these are all very separate issues, and need to be tackled separately.

* - Native American placenames are a special problem in the US. Will Rodgers supposedly told people he was from Claremore because "nobody but an Indian can pronounce Oologah".

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  • +1 for the keyboard issue, I did not think about it. Which is probably the most important thing in some cases. – Santiago Oct 14 '19 at 12:13
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IMO use the English name that's generally accepted and thrown in synonyms as needed.

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