This is called lenition. It is our only 'mutation' (as we use the term) - the USP of the Celtic languages.
Basically, certain words cause an h to be inserted if the next word begins with any consonant apart from _l, n, r. Glè is one of them. You just have to learn them. Because of this simplified spelling system (unique to Gaelic and Irish), which is independent of the actual pronunciation, you have to learn how to pronounce each one separately. Sh is /h/ although it is almost silent here as /hnok/ is not too easy to say.
There's a lot more to them that is covered bit by bit in the notes, https://duome.eu/tips/en/gd, but that's the jist of them. D
I have listened to all four examples of this word - which are unfortunately all from one speaker, so you do not get to hear the range of ways one word can be pronounced. It is not the most typical, but it is definitely within the range of common pronunciations. The basic pronunciation of g, except at the beginning of a word, is /k/. With these velars you often get one letter in one accent sounding like another letter in another accent. I would avoid this pronunciation as it is very easy to get confused with the way most people pronounce c, but there is nothing wrong with it. Also notice it is the way that Liverpudlians pronounce /k/ in the English word lock, for example.
There should, strictly, be an /h/ at the beginning of the word as that is how you should pronounce sh, but this speaker, like many people, leaves it out as /hn/ is obviously fairly difficult to say. D
Pretty sure it's because some countries are called "The (name of country)" just like the Ukraine or the US/UK and like Belgium and Germany in Scottish Gaelic, and some aren't, like Norway in both English and Gaelic. The "a'" is basically the same as the English "the", just that the countries aren't the same in English and Gaelic.
Someone please correct me if I've got this wrong
Correct. Note, however, that the Ukrainians have decided their country should not have an article in English. This is odd to me for a number of reasons. First, as you explain, it's a bit random which countries have articles in any given language. They have got the idea from somewhere that countries don't have articles in English, but this simply isn't true. Secondly they cannot be considered experts in articles as their language doesn't have any. So I do not accept a Ukrainian telling me how to speak English, especially in relation to articles. After all, I do not tell them that The United Kingdom should have one in Ukrainian. Thirdly, it is interesting that many countries are very fussy about the their name in English, but do not generally object when the French put an article in (which they do) or when any language spells it the way they choose.
(Note that you seem to have posted twice. You can delete your previous half post.)