from the mos common usage in reliable sources is preferred to technically correct but rarer forms by far the main number of references on news google for 'macedonia country' reveals macedonia as the common term but we knew that is the common english usage how macedonia can be ambiguous in a list of nations is beyond me apart from the fact that macedonia happens to be a disamb page but being a disambig page on wp does not imply disambiguity in the real world or for that sake in this list the reason the wp article is at rep of is only to disambiguate likewise denmark can refer to loads of different stuff so why not link to kingdom of denmark the difference the ad hoc nature of wikipedia so the question is whether to replicate the ad hoc basis in the list