Getting country name from country code

To get full country name you need to use CountryManager class and you can then get all the info you need.  So lets say you have some country code store in $shipping_code variable, to get full country name

use Drupal\Core\Locale\CountryManager;

$countries = CountryManager::getStandardList();
$full_country_name =  $countries[$shipping_code]->__toString();

and in $full_country_name  you will have your country name.