How can the language name be changed?
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For Gothic it says "gutisk", but it should be "gutiska razda". Where can this be changed?
In general, those language names are handled by CLDR. However as I checked Locale Data Summary, there's unfortunatelly no Gothic locale available.
If by filling this thread you mean that those should be shown in Gothic, please first file a new ticket (ask @Amire80: if you don't know how to submit it).
If you visited a site in other languages, and saw that name is shown wrong, can you provide which language were you using in that time?