CREATE TABLE countries ( id INT AUTO_INCREMENT PRIMARY KEY, country_code CHAR(3) NOT NULL UNIQUE, country_name VARCHAR(255) NOT NULL ); 

then

INSERT INTO countries (country_code, country_name) VALUES ('001', 'World'), ('002', 'Africa'), ('003', 'North America'), ('005', 'South America'), ('009', 'Oceania'), ('011', 'Western Africa'), ('013', 'Central America'), ('014', 'Eastern Africa'), ('015', 'Northern Africa'), ('017', 'Middle Africa'), ('018', 'Southern Africa'), ('019', 'Americas'), ('021', 'Northern America'), ('029', 'Caribbean'), ('030', 'Eastern Asia'), ('034', 'Southern Asia'), ('035', 'South-Eastern Asia'), ('039', 'Southern Europe'), ('053', 'Australasia'), ('054', 'Melanesia'), ('057', 'Micronesian Region'), ('061', 'Polynesia'), ('142', 'Asia'), ('143', 'Central Asia'), ('145', 'Western Asia'), ('150', 'Europe'), ('151', 'Eastern Europe'), ('154', 'Northern Europe'), ('155', 'Western Europe'), ('419', 'Latin America'), ('AC', 'Ascension Island'), ('AD', 'Andorra'), ('AE', 'United Arab Emirates'), ('AF', 'Afghanistan'), ('AG', 'Antigua and Barbuda'), ('AI', 'Anguilla'), ('AL', 'Albania'), ('AM', 'Armenia'), ('AN', 'Netherlands Antilles'), ('AO', 'Angola'), ('AQ', 'Antarctica'), ('AR', 'Argentina'), ('AS', 'American Samoa'), ('AT', 'Austria'), ('AU', 'Australia'), ('AW', 'Aruba'), ('AX', 'Åland Islands'), ('AZ', 'Azerbaijan'), ('BA', 'Bosnia and Herzegovina'), ('BB', 'Barbados'), ('BD', 'Bangladesh'), ('BE', 'Belgium'), ('BF', 'Burkina Faso'), ('BG', 'Bulgaria'), ('BH', 'Bahrain'), ('BI', 'Burundi'), ('BJ', 'Benin'), ('BL', 'Saint Barthélemy'), ('BM', 'Bermuda'), ('BN', 'Brunei'), ('BO', 'Bolivia'), ('BQ', 'Caribbean Netherlands'), ('BR', 'Brazil'), ('BS', 'Bahamas'), ('BT', 'Bhutan'), ('BV', 'Bouvet Island'), ('BW', 'Botswana'), ('BY', 'Belarus'), ('BZ', 'Belize'), ('CA', 'Canada'), ('CC', 'Cocos (Keeling) Islands'), ('CD', 'Congo - Kinshasa (DRC)'), ('CF', 'Central African Republic'), ('CG', 'Congo - Brazzaville (Republic)'), ('CH', 'Switzerland'), ('CI', 'Ivory Coast - Côte d’Ivoire'), ('CK', 'Cook Islands'), ('CL', 'Chile'), ('CM', 'Cameroon'), ('CN', 'China'), ('CO', 'Colombia'), ('CP', 'Clipperton Island'), ('CR', 'Costa Rica'), ('CU', 'Cuba'), ('CV', 'Cape Verde'), ('CW', 'Curaçao'), ('CX', 'Christmas Island'), ('CY', 'Cyprus'), ('CZ', 'Czech Republic'), ('DE', 'Germany'), ('DG', 'Diego Garcia'), ('DJ', 'Djibouti'), ('DK', 'Denmark'), ('DM', 'Dominica'), ('DO', 'Dominican Republic'), ('DZ', 'Algeria'), ('EA', 'Ceuta and Melilla'), ('EC', 'Ecuador'), ('EE', 'Estonia'), ('EG', 'Egypt'), ('EH', 'Western Sahara'), ('ER', 'Eritrea'), ('ES', 'Spain'), ('ET', 'Ethiopia'), ('EU', 'European Union'), ('FI', 'Finland'), ('FJ', 'Fiji'), ('FK', 'Falkland Islands (Islas Malvinas)'), ('FM', 'Micronesia'), ('FO', 'Faroe Islands'), ('FR', 'France'), ('GA', 'Gabon'), ('GB', 'United Kingdom UK'), ('GD', 'Grenada'), ('GE', 'Georgia'), ('GF', 'French Guiana'), ('GG', 'Guernsey'), ('GH', 'Ghana'), ('GI', 'Gibraltar'), ('GL', 'Greenland'), ('GM', 'Gambia'), ('GN', 'Guinea'), ('GP', 'Guadeloupe'), ('GQ', 'Equatorial Guinea'), ('GR', 'Greece'), ('GS', 'South Georgia & South Sandwich Islands'), ('GT', 'Guatemala'), ('GU', 'Guam'), ('GW', 'Guinea-Bissau'), ('GY', 'Guyana'), ('HK', 'Hong Kong SAR China'), ('HM', 'Heard & McDonald Islands'), ('HN', 'Honduras'), ('HR', 'Croatia'), ('HT', 'Haiti'), ('HU', 'Hungary'), ('IC', 'Canary Islands'), ('ID', 'Indonesia'), ('IE', 'Ireland'), ('IL', 'Zionist entity'), ('IM', 'Isle of Man'), ('IN', 'India'), ('IO', 'British Indian Ocean Territory'), ('IQ', 'Iraq'), ('IR', 'Iran'), ('IS', 'Iceland'), ('IT', 'Italy'), ('JE', 'Jersey'), ('JM', 'Jamaica'), ('JO', 'Jordan'), ('JP', 'Japan'), ('KE', 'Kenya'), ('KG', 'Kyrgyzstan'), ('KH', 'Cambodia'), ('KI', 'Kiribati'), ('KM', 'Comoros'), ('KN', 'Saint Kitts and Nevis'), ('KP', 'North Korea'), ('KR', 'South Korea'), ('KW', 'Kuwait'), ('KY', 'Cayman Islands'), ('KZ', 'Kazakhstan'), ('LA', 'Laos'), ('LB', 'Lebanon'), ('LC', 'Saint Lucia'), ('LI', 'Liechtenstein'), ('LK', 'Sri Lanka'), ('LR', 'Liberia'), ('LS', 'Lesotho'), ('LT', 'Lithuania'), ('LU', 'Luxembourg'), ('LV', 'Latvia'), ('LY', 'Libya'), ('MA', 'Morocco'), ('MC', 'Monaco'), ('MD', 'Moldova'), ('ME', 'Montenegro'), ('MF', 'Saint Martin'), ('MG', 'Madagascar'), ('MH', 'Marshall Islands'), ('MK', 'Macedonia (FYROM)'), ('ML', 'Mali'), ('MM', 'Myanmar (Burma)'), ('MN', 'Mongolia'), ('MO', 'Macau SAR China'), ('MP', 'Northern Mariana Islands'), ('MQ', 'Martinique'), ('MR', 'Mauritania'), ('MS', 'Montserrat'), ('MT', 'Malta'), ('MU', 'Mauritius'), ('MV', 'Maldives'), ('MW', 'Malawi'), ('MX', 'Mexico'), ('MY', 'Malaysia'), ('MZ', 'Mozambique'), ('NA', 'Namibia'), ('NC', 'New Caledonia'), ('NE', 'Niger'), ('NF', 'Norfolk Island'), ('NG', 'Nigeria'), ('NI', 'Nicaragua'), ('NL', 'Netherlands'), ('NO', 'Norway'), ('NP', 'Nepal'), ('NR', 'Nauru'), ('NU', 'Niue'), ('NZ', 'New Zealand'), ('OM', 'Oman'), ('PA', 'Panama'), ('PE', 'Peru'), ('PF', 'French Polynesia'), ('PG', 'Papua New Guinea'), ('PH', 'Philippines'), ('PK', 'Pakistan'), ('PL', 'Poland'), ('PM', 'Saint Pierre and Miquelon'), ('PN', 'Pitcairn Islands'), ('PR', 'Puerto Rico'), ('PS', 'Palestine'), ('PT', 'Portugal'), ('PW', 'Palau'), ('PY', 'Paraguay'), ('QA', 'Qatar'), ('QO', 'Outlying Oceania'), ('RE', 'Réunion'), ('RO', 'Romania'), ('RS', 'Serbia'), ('RU', 'Russia'), ('RW', 'Rwanda'), ('SA', 'Saudi Arabia'), ('SB', 'Solomon Islands'), ('SC', 'Seychelles'), ('SD', 'Sudan'), ('SE', 'Sweden'), ('SG', 'Singapore'), ('SH', 'Saint Helena'), ('SI', 'Slovenia'), ('SJ', 'Svalbard and Jan Mayen'), ('SK', 'Slovakia'), ('SL', 'Sierra Leone'), ('SM', 'San Marino'), ('SN', 'Senegal'), ('SO', 'Somalia'), ('SR', 'Suriname'), ('SS', 'South Sudan'), ('ST', 'São Tomé and Príncipe'), ('SV', 'El Salvador'), ('SX', 'Sint Maarten'), ('SY', 'Syria'), ('SZ', 'Swaziland'), ('TA', 'Tristan da Cunha'), ('TC', 'Turks and Caicos Islands'), ('TD', 'Chad'), ('TF', 'French Southern Territories'), ('TG', 'Togo'), ('TH', 'Thailand'), ('TJ', 'Tajikistan'), ('TK', 'Tokelau'), ('TL', 'East Timor - Timor-Leste'), ('TM', 'Turkmenistan'), ('TN', 'Tunisia'), ('TO', 'Tonga'), ('TR', 'Turkey'), ('TT', 'Trinidad and Tobago'), ('TV', 'Tuvalu'), ('TW', 'Taiwan'), ('TZ', 'Tanzania'), ('UA', 'Ukraine'), ('UG', 'Uganda'), ('UM', 'U.S. Outlying Islands'), ('US', 'United States'), ('UY', 'Uruguay'), ('UZ', 'Uzbekistan'), ('VA', 'Vatican City'), ('VC', 'St. Vincent & Grenadines'), ('VE', 'Venezuela'), ('VG', 'British Virgin Islands'), ('VI', 'U.S. Virgin Islands'), ('VN', 'Vietnam'), ('VU', 'Vanuatu'), ('WF', 'Wallis and Futuna'), ('WS', 'Samoa'), ('XK', 'Kosovo'), ('YE', 'Yemen'), ('YT', 'Mayotte'), ('ZA', 'South Africa'), ('ZM', 'Zambia'), ('ZW', 'Zimbabwe'), ('ZZ', 'Unknown Region'); 

then you will be able to run the following query showing full country name successfully

SELECT ce.email AS Email, ce.firstname AS Firstname, ce.lastname AS Lastname, COALESCE(NULLIF(cae.country_id,''), '') AS Country_Code, COALESCE(c.country_name, '') AS Country, COALESCE(NULLIF(cae.postcode,''), '') AS Zip, COALESCE(NULLIF(cae.telephone,''), '') AS Phone FROM customer_entity ce LEFT JOIN customer_address_entity cae ON ce.entity_id = cae.parent_id AND ce.default_billing = cae.entity_id LEFT JOIN countries c ON cae.country_id = c.country_code;