Magento2 UK and Ireland Counties for Region Addresses (SetupScript)

InstallData.php

<?php

namespace Vendor\ModuleName\Setup;

use Magento\Framework\Setup\InstallDataInterface;
use Magento\Framework\Setup\ModuleContextInterface;
use Magento\Framework\Setup\ModuleDataSetupInterface;

class InstallData implements InstallDataInterface
{

    /**
     * Installs data for a module
     *
     * @param ModuleDataSetupInterface $setup
     * @param ModuleContextInterface   $context
     * @return void
     */
    public function install(ModuleDataSetupInterface $setup, ModuleContextInterface $context)
    {
        if (version_compare($context->getVersion(), '1.0.0', '<')) {

            $data = [
                ['GB', 'AB', 'Aberdeenshire'],
                ['GB', 'AN', 'Anglesey'],
                ['GB', 'AG', 'Angus'],
                ['GB', 'AR', 'Argyll'],
                ['GB', 'AY', 'Ayrshire'],
                ['GB', 'BN', 'Banffshire'],
                ['GB', 'BD', 'Bedfordshire'],
                ['GB', 'BI', 'Berwickshire'],
                ['GB', 'BR', 'Breconshire'],
                ['GB', 'BK', 'Buckinghamshire'],
                ['GB', 'BU', 'Bute'],
                ['GB', 'CN', 'Caernarvonshire'],
                ['GB', 'CT', 'Caithness'],
                ['GB', 'CM', 'Cambridgeshire'],
                ['GB', 'CG', 'Cardiganshire'],
                ['GB', 'CR', 'Carmarthenshire'],
                ['GB', 'CH', 'Cheshire'],
                ['GB', 'CL', 'Clackmannanshire'],
                ['GB', 'CN', 'Cornwall and Isles of Scilly'],
                ['GB', 'ANT', 'County Antrim'],
                ['GB', 'ARM', 'County Armagh'],
                ['GB', 'DOW', 'County Down'],
                ['GB', 'FER', 'County Fermanagh'],
                ['GB', 'DER', 'County Londonderry'],
                ['GB', 'TYR', 'County Tyrone'],
                ['GB', 'CU', 'Cumbria'],
                ['GB', 'DI', 'Denbighshire'],
                ['GB', 'DB', 'Derbyshire'],
                ['GB', 'DV', 'Devon'],
                ['GB', 'DO', 'Dorset'],
                ['GB', 'DA', 'Dumbartonshire'],
                ['GB', 'DU', 'Dumfriesshire'],
                ['GB', 'DR', 'Durham'],
                ['GB', 'EL', 'East Lothian'],
                ['GB', 'ES', 'East Sussex'],
                ['GB', 'EX', 'Essex'],
                ['GB', 'FI', 'Fife'],
                ['GB', 'FL', 'Flintshire'],
                ['GB', 'GM', 'Glamorgan'],
                ['GB', 'GL', 'Gloucestershire'],
                ['GB', 'GR', 'Greater London'],
                ['GB', 'GM', 'Greater Manchester'],
                ['GB', 'HM', 'Hampshire'],
                ['GB', 'HT', 'Hertfordshire'],
                ['GB', 'IV', 'Inverness'],
                ['GB', 'KN', 'Kent'],
                ['GB', 'KE', 'Kincardineshire'],
                ['GB', 'KP', 'Kinross-shire'],
                ['GB', 'KC', 'Kirkcudbrightshire'],
                ['GB', 'LA', 'Lanarkshire'],
                ['GB', 'LC', 'Lancashire'],
                ['GB', 'LE', 'Leicestershire'],
                ['GB', 'LN', 'Lincolnshire'],
                ['GB', 'LD', 'London'],
                ['GB', 'ME', 'Merionethshire'],
                ['GB', 'MR', 'Merseyside'],
                ['GB', 'MO', 'Midlothian'],
                ['GB', 'MO', 'Monmouthshire'],
                ['GB', 'MG', 'Montgomeryshire'],
                ['GB', 'MY', 'Moray'],
                ['GB', 'NN', 'Nairnshire'],
                ['GB', 'NR', 'Norfolk'],
                ['GB', 'NH', 'Northamptonshire'],
                ['GB', 'NU', 'Northumberland'],
                ['GB', 'NY', 'North Yorkshire'],
                ['GB', 'NO', 'Nottinghamshire'],
                ['GB', 'OR', 'Orkney'],
                ['GB', 'OX', 'Oxfordshire'],
                ['GB', 'PB', 'Peebleshire'],
                ['GB', 'PM', 'Pembrokeshire'],
                ['GB', 'PT', 'Perthshire'],
                ['GB', 'RD', 'Radnorshire'],
                ['GB', 'RN', 'Renfrewshire'],
                ['GB', 'RS', 'Ross & Cromarty'],
                ['GB', 'RX', 'Roxburghshire'],
                ['GB', 'SL', 'Selkirkshire'],
                ['GB', 'SE', 'Shetland'],
                ['GB', 'SH', 'Shropshire'],
                ['GB', 'SO', 'Somerset'],
                ['GB', 'SY', 'South Yorkshire'],
                ['GB', 'ST', 'Staffordshire'],
                ['GB', 'SN', 'Stirlingshire'],
                ['GB', 'SU', 'Suffolk'],
                ['GB', 'SU', 'Surrey'],
                ['GB', 'SR', 'Sutherland'],
                ['GB', 'TW', 'Tyne and Wear'],
                ['GB', 'WR', 'Warwickshire'],
                ['GB', 'WE', 'West Lothian'],
                ['GB', 'WM', 'West Midlands'],
                ['GB', 'WS', 'West Sussex'],
                ['GB', 'WY', 'West Yorkshire'],
                ['GB', 'WG', 'Wigtownshire'],
                ['GB', 'WL', 'Wiltshire'],
                ['GB', 'WO', 'Worcestershire'],
                ['IE', 'CAR', 'Carlow'],
                ['IE', 'CAV', 'Cavan'],
                ['IE', 'CLA', 'Clare'],
                ['IE', 'COR', 'Cork'],
                ['IE', 'DON', 'Donegal'],
                ['IE', 'DUB', 'Dublin'],
                ['IE', 'GAL', 'Galway'],
                ['IE', 'KER', 'Kerry'],
                ['IE', 'KID', 'Kildare'],
                ['IE', 'KIK', 'Kilkenny'],
                ['IE', 'LET', 'Leitrim'],
                ['IE', 'LEX', 'Leix'],
                ['IE', 'LIM', 'Limerick'],
                ['IE', 'LOG', 'Longford'],
                ['IE', 'LOU', 'Louth'],
                ['IE', 'MAY', 'Mayo'],
                ['IE', 'MEA', 'Meath'],
                ['IE', 'MOG', 'Monaghan'],
                ['IE', 'OFF', 'Offaly'],
                ['IE', 'ROS', 'Roscommon'],
                ['IE', 'SLI', 'Sligo'],
                ['IE', 'TIP', 'Tipperary'],
                ['IE', 'WAT', 'Waterford'],
                ['IE', 'WEM', 'Westmeath'],
                ['IE', 'WEX', 'Wexford'],
                ['IE', 'WIC', 'Wicklow'],
            ];
            foreach ($data as $row) {
                $bind = ['country_id' => $row[0], 'code' => $row[1], 'default_name' => $row[2]];
                $setup->getConnection()->insert($setup->getTable('directory_country_region'), $bind);
                $regionId = $setup->getConnection()->lastInsertId($setup->getTable('directory_country_region'));

                $bind = ['locale' => 'en_GB', 'region_id' => $regionId, 'name' => $row[2]];
                $setup->getConnection()->insert($setup->getTable('directory_country_region_name'), $bind);
            }
        }
    }
}

Thanks, although this is quite an old thing as Install/Update scripts are a kind of deprecated thing nowadays.
But you can easily convert it into a data patch.

            ['GB', 'MO', 'Midlothian'],
            ['GB', 'MO', 'Monmouthshire'],

One is Scotland, the other Wales.