Changes of English names for SZ and GM
The Kingdom of Swaziland (ISO 3166-2:SZ) changed its name to the Kingdom of Eswatini on 19 April 2018 as reported here. ISO changed the English short and official names in ISO 3166 accordingly to "Eswatini" and "Kingdom of Eswatini", respectively, on 16 July 2018 as seen here.
Additionally, the current version of iso-codes seems to list the English official name for Gambia (ISO 3166-2:GM) as "Islamic Republic of the Gambia", but according to the ISO website it seems that it was changed to "Republic of the Gambia" on 17 March 2017 following a name change by the government of Gambia in early 2017 as reported here.