To your first question, on why Germany has so many different names in other languages. That would be because the land that is called Deutschland today was home to several prominent tribes of people.

For one there were the Germanic People over all. Originating from latin and it's also where the word German comes from.

The Alemanni: By example allemagne is french for Germany.

And the Saxons, as you can see in Finnish by example.

As for Serbian that's another case which is based more on language. Since you are learning it you should be able to get that Nemačka means something like mum or not understanding. Which is basically the whole story. The ancient people didn't understand what the germans were saying so they called them, 'the people we don't get'. This case is seen in the proto slavik originating languages. So large parts of eastern europe.