I dunno, Oaxaca seems pretty straightforward. oa is pronounced kinda like "ua", I guess, but midword x is usually a "hh" sound anyway so that's the only slightly weird thing.

Fun fact, the Spanish X used to be pronounced like the Greek χ, which is why Meχico, Teχas and Oaχaca are pronounced the way they are now in English (formerly like a "kh" and now like a "ks")

Right about spelling. For a non-native, it becomes somewhat difficult when it is about the "right" pronunciation of the written language. There's a lot of French influence for example. Now they have a lot of French words, some feel horribly mispronounced and some aren't. And then there's a lot of dialects so that mixing pronunciations can hardly be avoided.

We just really wish when we stole them we changed the spelling to match the pronunciation if we wanted the pronunciation to stay the same of where we stole it from.

The amount of words that are not "stolen" from other languages is neglible..

Cat from German Katze, from Latin catta
Car(t) from German Karren
Kitchen grom German Küche
Bike/Bicycle from French bicycle
Leaf from German Laub
Beef, mutton, pigeon from French boeuf, mouton, pigeon
Cow, sheep, dove from German Kuh, Schaf, Taube
Computer from Latin computare
Sun and moon from German Sonne and Mond
Lunatic from Latina luna
Death from German Tod
Snug from Norse snøggr
Funny from Swedish fånig
Breeze from Spanish brisa
Ranch from Spanish rancha
Brave from Italian bravo
Arcade from Italian arcata
Dildo from Italian diletto
....