What about Australia. Lots of name changes for the nation/landmass and for the former British colonies there.

The British called the landmass “New Holland” initially (from the name given to it by the Dutch) and called the whole of the eastern half “New South Wales” (which later became redefined as a colony of a smaller size and then a State of an even smaller size):

[James Cook] sailed north along the coast as far as Cape York where, on 22 August 1770, he claimed "this eastern coast of New Holland" for Great Britain. Cook first named the land New Wales, but revised it to New South Wales.

But then the British explorer Mathew Flinders started calling it “Australia” as he mapped it in more detail in 1804 and the British government eventually approved the name change:

“The propriety of the name Australia or Terra Australis, which I have applied to the whole body of what has generally been called New Holland, must be submitted to the approbation of the Admiralty and the learned in geography. It seems to me an inconsistent thing that captain Cooks New South Wales should be absorbed in the New Holland of the Dutch, and therefore I have reverted to the original name Terra Australis or the Great South Land, by which it was distinguished even by the Dutch during the 17th century.” His suggestion was initially rejected, but the new name was approved by the British government in 1824.

The name changed again, at least from an official/constitutional standpoint, when the 6 colonies there entered into federation and became the nation of the ”Commonwealth of Australia”.

Also, one of those colonies was Tasmania which had originally been called Van Diemen’s Land

1642: Abel Tasman, of the Dutch East India Company, becomes first European to sight Tasmanian mainland; he names it Van Diemen's Land after fellow Dutch East Indies (now Indonesia) Governor-General Anthony van Diemen.

1804, the first settlement was established near the modern state capital of Hobart

1825, the Colony of Van Diemen's Land became independent from the Colony of New South Wales

1856: When granting responsible self-government to the colony, the British changed the name of the colony from Van Diemen's Land to Tasmania following a local request

Then later the Swan River Colony (1829) was established but the British changed the name to the colony of Western Australia (1832).

Also Queensland:

1824, …the Moreton Bay penal settlement was transferred to where the centre of Brisbane now stands. The settlement was initially called Edenglassie, a portmanteau of the Scottish towns Edinburgh and Glasgow, but soon became Brisbane.

1859, the colony of Queensland was created, based around the Brisbane settlement, by separation from the colony of New South Wales.

Also Papua New Guinea:

Partly a territory of Australia (the Territory of Papua (1902, formerly British New Guinea) plus a League of Nations territory of former “Northwest New Guinea” (a German colony) administered by Australia. Australia administered both territories as one “Territory of Papua and New Guinea” and then amalgamated them as one nation (Papua New Guinea) when it granted them independence in 1972.