You've gotten some great answers so far so I'll just underscore that it's fraught. Maybe less so than "what do we call that language that they speak in what was Yugoslavia" and "are Hindi and Urdu dialects or registers of the same language or different languages." My favorite bit of trivia on this particular bit of political history is that James II of England was James VII of Scotland. You can start at Wales on here and follow the non-hyperlinks to the other parts of the page[0]. Compared to the weirdness in the past it's probably easier these days to make a non-offensive "list of countries and languages" and it's still hard!!

[0] https://en.wikipedia.org/wiki/Personal_union#Wales