「Macao」and「Macau」

I'm born and raised in Macao. But occaionally, I get confused between using the phrases “Macao” and “ Macau”.  In secondary school, I was taught that Macau is the Portuguese spelling and is used in Portuguese contexts, whereas Macao is the English spelling and is used in English contexts. But as I keep learning and gaining more experiences in the workplace,most people begin to interchangeably use the phrases MACAO and MACAU. I get the impression that the name "Macau" is a trademark of this tiny island, in addition to the historical context that brings Macau closer to this tiny island.

With this circumstance, I'm always curious if there are any other nations, regions, or even islands that have two expressions that are interchangeable, just like Macau. Could you share it with me?