Thanks for the input, and yes, I'd like to put diacritics where I can, is there anything I have missed?
I'm assuming you aim to use the English names when available and Native otherwise, with appropriate spelling (e.g. Netherlands instead of Nederland), so I won't correct the anglicized territory name versions
Malopolska -> Małopolska
Castila La Mancha -> Castilla-La Mancha
Catalon Countries -> Catalan Countries (Catalonia is the region, the adjective is "Catalan")
Midjytlland -> Midtjylland
Arkangelsk Oblast -> Arkhangelsk Oblast
Walachia -> Wallachia
You can also do Istanbul -> İstanbul and Aydin -> Aydın (dotted and dotless i are different letters in Turkish)
Scanned the whole map and that was all I could see. You seem to have corrected quite a few I saw before already prior to me getting a chance to point them out :)