Don't give up. While there might not be an easy way to do it, the folks around here know a lot that might make it possible.
admaf is suggesting that you use procmon to identify what changes when you change a language, that will narrow down where you might be able to affect a change in the registry so the name of your language is presented correctly.
Let me make sure I actually did understand the issue, I'll simplify the example
Let's say that your language is English
In the list of languagesit is Engilsh
English vs. Engilsh
I think that's the issue, even English might not be the language in question.
It might help if you identified your language, both in English and in your native tongue
French | Français
Nepali | नेपाली
Tagalog | Ha - they didn't have Tagalog on translate.google.com
Filipino | फिलिपिनो / Philipinō
Hebrew | עברית
Well, that was fun, you get the idea. I used Google translate and copy/pasted the non-English representations
You should be able to type the name of your language in your native tongue as you see it in Windows, and do the same copy/paste operation. Word or any other test editor should do the trick.
Why? If you type the language in English, I won't find it in Windows (maybe I will, but I think they present things in native tongue) so I'd like to see what you see and look on my install.
edit: I was wrong, the English name of the language is available, both are presented the native language name is in the box and the English name of the language is below the box
If you want, you can just post a screen shot of Control Panel Languages showing the language name.