Yeah I'm still going to call Turkey Turkey. And I'm not going to demand the Turks stop calling the UK Birleşik Krallık either - that's insane. To me, that is exactly a colonial attitude: "you must call us what we want to be called, because your language isn't important to us." It's as coherent as demanding any other word in a foreign language be changed; you don't have the right to it just because it's about you. From your Turkey example it sounds like you think we ought to call Deutschland Deutschland if ever a German asks us to.

Wales is not being colonised, and Welsh is not being erased, but if it were, I would say that the remedy is to decolonise, grant Welsh official status, support it in the curriculum, and in general the exact kind of measures that are being taken. Not try to make a little linguistic exclave in the English language.