YUROP

The exonym doesnt have to be identical to the endonym. Some countries try to align the terms, most countries dont care.

I think the main reason Greece hasnt tried to change its exonym is because Hellas is similar to hell. Still, Norway calls Greece Hellas, mostly in order to show how different they are from Sweden. (H)Ellas is so much better sounding, more airy and refined to my Greek ears. Greece sounds too rough and barbaric.

You could drop the H(it is just there for accent/spirit), using just Ellas and/or use the longer Ellada variant but ultimately Greece doesnt care.

Turkey are just assholes so they decided to use a name that most people cant type. They could have chosen Turkia(which is basically the same thing), kinda like the Czech Republic chose to be Czechia but Turkey is not a normal country.