@Photo Bunny, I think you are in that situation where the best way to get yourself out of a hole might be to stop digging.
I do find it interesting that English speakers seem hellbent on anglicizing even simply pronounced place names. For example, why we call Firenze "Florence" and Roma "Rome." Or, for that matter, how did Deutschland become "Germany?" I am sure there is some linguistic history there. And, it does seem like we are getting a bit better about respecting some place names -- Beijing instead of Peking and Mumbai instead of Bombay, for example.
That's an interesting point because it illustrates the complexity of the subject. Bombay as a name is about the same age as Mumbai - neither is more right than the other. Neither as it happens is the first name. Bombay is the English name, Mumbai the Marathi name. The people who lived there for centuries and built the city as a thriving, unusually open and pluralistic city virtually all called it Bombay. Many others in that region who only spoke Marathi moved to the city in the middle of the 20th century and eventually wielded political power through some quite extreme groups - in India they are called the Hindu right wing or Hindu chauvinists - in the west they would simply be called fascists. Some, not all but some, would be perfectly happy to run every non-Marathi person out of the city but they realised, especially given international condemnation of the 92/93 Bombay Riots (a pogrom where hundreds of Muslims were murdered), that they would have to be more subtle. So they decided to force non-Marathi speakers to use the Marathi name even when speaking the multitude of languages one finds in Bombay. My grandparents came from the city, it was a wonderful place, they loved it and insisted on being buried there after years living in the west, one couldn't find people more devoted to the "mother of cities" as Kipling called her, and they always called it Bombay when speaking English or Gujarati.
As for Peking and Beijing - both are just different ways of expressing the same name in English. The British first encountered the language from the south of China where Peking made more sense. Following the conquest of the country by the Communists - the people who went on to quite literally be the most murderous group in the entire history of humanity - Beijing became more popular because said Communists had their main power base in the north and wished to stamp their authority over the country, right down to the pronunciation of words by non-Chinese people.
I go into such detail just to show it really isn't a question of "getting better" respecting names or that the "nice side" demand this or that change. Sometimes it's brute power or political intrigue - hence the rather pointless debate going on in this very forum, there isn't always going to be a right and wrong. If you spend any time in India you'll find many places have several different names - an English name, Hindi name, a local name, a nickname, the official name, the name whichever political group in power uses etc etc - it can be rather mystifying for a non-Indian. To call Bombay by it's Marathi name would be roughly equivalent to Le Pen winning the election in France and renaming Marseilles because she didn't like it having a Greek name. Frankly I would ignore such a change, at least unless it got established over a prolonged period and maybe represented a long-term and organic change, eg France becoming fascist, in the same way one must now really call Constantinople by the name Istanbul - to stick to Constantinople is several centuries and an entire civilisation out of date! The modern fad though of changing the language at political behest strikes me as being as unwelcome as needless intransigence.