No, I didn't misspell those names. You see, Azerbaycan, Gorgia, and Makedonia are the way they spell and pronounce their names themselves, and here is proof.
(1) There is no such people who call themselves Azerbayjani —there is no such word— they call themselves (as well as their neighbors call them) Azeri thank you very much; Azerbaycan (the 'c' pronounced like 'j' in English) is the name of their country, like all their neighbors and themselves call it. Azerbaycan is just a poetic-sounding place-name, like the Frenginar of Ferengi. Now you don't call Ferengi Frenginaris do you? (or the British Britonians; you can easily come up with other, equally-silly examples)
(2) Gorgia is the right spelling for Eduard Shevarnadze's country. They, as well as all their neighbors, call them Gorgy's not Georgy's. So their country is called Gorgia, as it has never had anything to do with the English King George, as the US State of Georgia has. Why on earth do you want to confuse the two?
(3) It is Makedonia, not Macedonia. They call it Makedonia themselves. That's how Alexander the Great called it in ancient times. You know, the guy who, in the fourth century, BC, when presented with Gordion's knot and told the age-old oracle that whoever untied that incredibly tangled knot would conquer the world, pulled out his sword and slashed it in two —yes he then went on and conquered the world alright— he said he was not just the king of Makedonia, but the king of the world. Who am I to disagree?. I recognize testosterone when I see serious quanities of it. All their neighbors call it Makedonia; in fact that's just about the only thing their neighbors, Turks and Greeks, agree on! (The Greeks have a website named http://makedonia.something.gr). Turks spell it with a 'k,' Greeks with a kappa, and Makedons with the Cyrillic equivalent that looks like a 'K' with dancing arms. In fact, the internet's two-letter country designation is .mk, not .mc, dot-em-kay, you know, as in www.something.mk. And there is no .mc at all. Makedons didn't want it, because they don't call themselves macedons; there is no such word.
Now you are cultured.