Japanese loanwords, especially place names, are often derived directly from the language used by the people who live there (an endonym) rather than English names for non-English speaking countries (an exonym). For this reason, the pronunciation in Japanese may differ considerably from the English name.
It is now typical to write the names of foreign places in katakana and use the foreign names for those places. The foreign (modern) names are mostly commonly used in spoken Japanese. Even when written in kanji, these are often read as the modern names rather than the historical reading of the kanji name.
There are forms of kanji for place names used in formal contexts and for historical reasons. These often have non-standard readings to reflect to local name. Kanji are often used for places that have/had a name in Chinese (including much of south east Asia). For example, 北京 is read as “Beijing”, not “Hokukyō” or “Peking”. There are also systems of abbreviations 米 for America、英 for the UK, 西 for Spain, 土 for Turkey, etc. These are mainly used on maps. Before the existence of katakana, a system of phonetic kanji called man’yogana were used.
Thus for Brunei the Japanese once used the Chinese name 文莱 and now use the Malay name, writing it as 婆羅乃 and more recently as ブルネイ. The other forms are still used in writing for historical reasons but are not common in spoken Japanese. While these should be pronounced differently, they all mean Brunei (ブルネイ).