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Centuries after the sacking of Jerusalem, Romans used the Name “Palestine” which was a mis-spelling of Philistine, on some maps.
But not during the time when Yeshua was walking the Earth. Even today I hear some pastor’s refer to Israel as Palestine. There is no such country. It’s just a name.
Herodotus writing about 430 B.C. describes a part of Syria as Syria Palaistine—at least including the area that had been inhabited earlier by the Philistines, maybe a larger area. The Philistines had probably been assimilated into the general (non-Israelite) population of Canaan long before then but their name continued to be associated with the area where they had lived.