I solved it thanks. I made two lookup tables and used them while recording the macro. Maybe it can be a little cleaner, but I just recorded this:
Sub Country_Region_Names()
'
' Country_Region_Names Macro
'
Range("Y1").Select
ActiveCell.FormulaR1C1 = "-"
Range("Y1").Select
Selection.AutoFill Destination:=Range("Y1:BA1"), Type:=xlFillDefault
Range("Y1:BA1").Select
ActiveWindow.SmallScroll ToRight:=-2
Range("BB1").Select
ActiveCell.FormulaR1C1 = "NewCountry"
Range("BB2").Select
ActiveCell.FormulaR1C1 = _
"=IFERROR(VLOOKUP(RC[-35],'Country Lookup Table'!R[2]C[-52]:R[228]C[-51],2,0),"""")"
Range("BB2").Select
Selection.AutoFill Destination:=Range("BB2:BB1045"), Type:=xlFillDefault
Range("BB2:BB1045").Select
ActiveWindow.SmallScroll Down:=-1172
ActiveWindow.SmallScroll ToRight:=-34
ActiveWindow.SmallScroll Down:=-1
ActiveWindow.SmallScroll ToRight:=4
ActiveWindow.SmallScroll Down:=-2
ActiveWindow.SmallScroll ToRight:=8
ActiveWindow.SmallScroll Down:=-1
ActiveWindow.SmallScroll ToRight:=3
ActiveWindow.SmallScroll Down:=-1
ActiveWindow.SmallScroll ToRight:=11
ActiveWindow.SmallScroll Down:=-1
ActiveWindow.SmallScroll ToRight:=2
ActiveWindow.SmallScroll Down:=-368
Range("BB2").Select
ActiveCell.FormulaR1C1 = _
"=IFERROR(VLOOKUP(RC[-35],'Country Lookup Table'!R4C2:R230C3,2,0),"""")"
Range("BB2").Select
Selection.AutoFill Destination:=Range("BB2:BB1045")
Range("BB2:BB1045").Select
ActiveWindow.SmallScroll Down:=933
ActiveWindow.SmallScroll ToRight:=-1
ActiveWindow.SmallScroll Down:=-1069
Range("BC1").Select
ActiveCell.FormulaR1C1 = "Region"
Range("BC2").Select
ActiveCell.FormulaR1C1 = ""
Range("BB2").Select
Selection.Copy
Range("BC2").Select
ActiveSheet.Paste
Application.CutCopyMode = False
ActiveCell.FormulaR1C1 = _
"=IFERROR(VLOOKUP(RC[-1],'Country Lookup Table'!R4C5:R230C6,2,0),"""")"
Range("BC2").Select
Selection.AutoFill Destination:=Range("BC2:BC256")
Range("BC2:BC256").Select
End Sub