The current naming policy for less-known placenames (those with no name in English) is to use the spelling in the language of the country where the place is located.
Now there's a problem with unrecognized countries: i.e. countries which declared their independence, but which are not recognized internationally.
I have an example in Transnistria:
The town of Malaiesti (population ~5000) is officially in Moldova, but practically, it is under Transnistrian control.
Which spelling should be used for its article name? The Romanian/Moldovan spelling (Malaiesti) or the Russian speling (Malayeshty)?