Started a new campaign 1914 as France. Everything was in the game was in English except the names of Belgium and Netherlands which were in Spanish (Bélgica and Paises Bajos) ... I saved the game with the intention of sharing it, but when I load it, the names are back in English... So, I cannot reproduce it....
If I see it again I'll make sure that I take a screenshot
ETA: This was after 8/18 content update