NOTES (for names with *asterisks)

Austria: <eást-ríce (a word of the same etymology as the German, but not necessarily used to refer to that country)
Bulgaria: back formation from: bogre, ME bougree, ME 17 19– bougre, 15 bougour, 15 bouguer, 15 bowgard, 15– bugger, 16–17 bouger, 17 bougher; α. ME bugerie, 15 bockery, 15 bowgery, 15 buggerye, 15 buggorie, 15 buggory, 15 buggorye, 15–16 boggery, 15–16 buggarie, 15–16 buggerie, 15– buggary, 15– buggery; also Scottish pre-17 bouggary, pre-17 bougorie, pre-17 bowgerie.β. 15–16 buggrie, 15–16 buggry, 15–16 bugrie, 16 bougrie; also Scottish pre-17 bewgrye, pre-17 bougrie, pre-17 bowgre, pre-17 bowgrie.
Campania: not attested in this sense, but origin is the same
Corsica: only attested as adjective, but compare Affrick & Sicily
Kazakhstan: Cossack + -stan
Lyons: back-formed from adjective: Lyon(n)ese /liːəˈniːz/; (fem.) Lionnoise, Lyonnaise, Lyonoise (although I’m sure this one must be attested somewhere!
Morocco: back-formed from maricken/marrekyne variant of maroquin (leather)
Mosul: back-formed from 16 mossuline, 16 muscelin, 16 muslina, 16 muzlin, 16 muzling, 16–17 musling, 16– muslin, 17 musselin, 17 musslin, 17 mussolin; Scottish pre-17 mushlin, pre-17 musseline, pre-17 mussiline, pre-17 17 musline, 17 museling, 17 mussline, 17 muzzlin, 17– muslin, 19– mislin
Romania: wine (Greek wine, but name’s origin is the same as the country: α. lME ramony, lME romenay, lME rommeney, lME 19– romeny, lME–15 18– romeney, 15 romeneis (plural); also Scottish pre-17 romaneis (plural), pre-17 romany, pre-17 romanye; N.E.D. (1910) also records a form lME rommenei. β. lME rumneye, lME rumpnay, lME rupney (probably transmission error), lME– rumney, 16 rumny. γ. lME romnay, lME rompney, lME–17 20– romney, 15 romneye, 15 romnie, 15 romny. also Roumainy in Sc.
Russia -originally Russie, but also 6–17 Rushy; Scottish pre-17 ruschie, pre-17 rusha, pre-17 rushie, pre-17 rushy (more commonly in sense of ‘Russian’
Izmir -haven’t (yet) found recorded instance, other than on Wikipedia, where it says ‘In medieval times, Westerners used forms like Smire, Zmirra, Esmira, Ismira’
Vienna: back-formed from weenie, another word for wiener

some of the SOURCES: