The endonym and exonym in English were the same previously (Gulf of Mexico). The endonym is now is changing to Gulf of America while the exonym is remaining Gulf of Mexico.
I'm not aware of any other places where there is the case in English but looking at places in India it seems the exonym just appears on a different line above the endonym.
Edit: However, as far as I can tell, there IS no endonym in this case, so it should be exonyms all round?