In February 2019, the country of Swaziland was renamed to Eswatini. LC authorities and US Geonames both have records using the new place name. 

I discovered the UNESCO thesaurus - which I had someone not known about before. Here is the entry for Eswatini:

http://vocabularies.unesco.org/browser/thesaurus/en/page/?uri=http://vocabularies.unesco.org/thesaurus/concept742

Getty GT has a see also from Eswatini but is still using Swaziland. 

Regards,