The current PIA client that lists countries says "Macedonia" rather than the official name NORTH Macedonia. I would point out the PIA client does manage to say SOUTH Africa rather than simply "Africa" so it is entirely possible to add qualifier and use the actual name of the country.

Not sure how this oversight happened considering the official name change has been over two years now but to avoid offending many people (including myself) my suggestion is to update it to the official name.