the name Western colonialists gave a territory because Western brains would get hurt

This is one of those cases where we really need to know the wishes of the people in question before we make assumptions.

Case in point: Myanmar. “Burma” is the British colonial name, however it is preferred by some of the freedom fighters fighting the Tatmadaw because “Myanmar” is associated with the Junta’s regime. And the real/pre-colonial name varies because the old name Myanma Pran is associated with a specific ethnic group, the Burmese.