Interesting that that really seems to mean that you can't mention those countries in transaction messages. It seems insanely silly, but since it's US regulation I'm not at all surprised.
You can mention them but your transaction will be blocked until it is reviewed. The review process will depend on the FI in question with some not as efficient as others...
The fines for breaking US sanctions are just to big to ignore so risk appetites tend to err on the side of caution.
