feel free to correct me if i get anything wrong, and of course, add more as youd like! This is just a gathering of what i could find- but its very hard to find much.
"New Zealand" - Aotearoa (prn. Ow-tayuh-ROE-uh) (traditionally refers to only the NORTH island but is now often used for the whole country, if youd like to seperate, the south island can also be called Te Waipounamu) (there are more names but these seem to be the most common and most fought for renaming rights ones!)
"North America" or "The United States" - Turtle Island (not perfect, due to the amount of native nations colonized under an eventual single force, theres no name every single nation calls it. However, Turtle Island is one with the most push and shared among many nations. If you're referring to an actual area, it may be better to look up what nation's land you are talking about and investigate the name of the area.) Due to so many cultures being bound under "America" there's no great answer for this one as a whole. (A lot of places are "[people's] Nation" both historically and currently. A Cherokee person and Cherokee Nation, etc.)
As for the untranslated to english versions:
Lakota - Khéya Wíta
Mohawk - A'nowara'kó:wa
Tuscarora - Ragwis Yuwena
Ojibwe - Mishiike Minisi
Similarly there's no single name for Austalia, or Central and South America.
Mainland "Australia":
Merium name is Keo Deudai
Yolngu name is Makarr Yindi
Woiwurrung name is Biik
Wemba-Wemba name is Kurrek
"Brazil" - Pindo’rama (Tupi)
"Columbia" and "Panama" - Abya Yala (Kuna)
"Mesoamerica" Cemanahuac (Nahuatl)