Scotland (United Kingdom)
Singapore
South Africa
Sri Lanka
St Martins (France / Netherlands)
Swaziland
Sweden
Switzerland
Vanuatu
Vatican City (Italy)
Vietnam
There are no countries that begin with the letter X.
However two countries contain the letter X - Luxembourg and Mexico.
In Spanish the "x" in Mexico is prounounced as an "h", so for the letter X as part of the alphabet quest - I went to Luxembourg.
Nowadays there is only one country that begins with the letter Y - Yemen as Yugoslavia no longer exists.
Although my travel diary still shows Yugoslavia but to do that I would have to visit: Slovenia, Croatia, Bosnia-Herzegovina, Macedonia, Montenegro, Serbia and Kosovo.