Welcome to OOTP. Check out the names subforum, where many of us who have been editing names for a long time hang out. It's more complicated now to edit names than it used to be, because all of the names are in an XML File. The simplest thing for you to do would be to take over one of the many dormant territories in-game and repurpose it for your new fictional name and then use an existing nameset or edit one. This would save you the trouble of accidentally screwing something up unwittingly in the xml file which can be very particular about spaces and line breaks.
https://forums.ootpdevelopments.com/...lay.php?f=3641
There's some threads on how to edit a nation though and many folks who have shared their own fictional names in the past that you might be able to fork for your own personal usage.