Now I need to change these phrases for whole WordPress, because instead of "Categories" I will write something like "Country"
You can change "categories" to "country" in the functions.php
The method is not recommended as the terms may change in the core files in new versions of WordPress, but I haven't encountered any problems.
function notes_tagged_init() {
global $wp_taxonomies;
$wp_taxonomies['category']->labels = (object) array(
'name' => 'country',
'singular_name' => 'country',
'all_items' => 'All countries',
'edit_item' => 'Edit country',
'menu_name' => 'country',
'update_item' => 'Update country',
'add_new_item' => 'Add country',
'search_items' => 'Search countries',
'popular_items' => 'Popular countries',
'new_item_name' => 'New country',
'add_or_remove_items' => 'Add or remove countries',
'parent_item' => null, 'parent_item_colon' => null,
'choose_from_most_used' => 'Choose from most used country',
'separate_items_with_commas' => 'Separate countries with commas',
);
$wp_taxonomies['category']->label = 'Country';
}
add_action( 'init', 'notes_tagged_init' );