Это сработало:
def names_column(frame, lst): #Makes a new column called Name
for i in range(len(frame)):
if type(frame['Province/State'][i]) is str:
lst.append(frame['Province/State'][i])
else:
lst.append(frame['Country/Region'][i])
frame['Name'] = df(lst)
names_column(confirmed, confirmed_names)
names_column(deaths, deaths_names)