The digraph "cz" comes from the old Czech orthography, typical for West Slavic languages (Czech, Polish), which was later taken over by Latin and from Latin by English (Czech, Czechia) to express pronunciation of /t͡ʃ/ (IPA key). In Polish is "cz" digraph still used, in modern Czech (since the standardization of modern orthography in 19th century) is substituted by consonant "č" (however it was introduced already at the break of 14th and 15th century), usually denoting the voiceless postalveolar affricate consonant [t͡ʃ] like the English "ch" in the word chocolate. "Č" originated in Czech language, and from it was adopted in Slovak, Croatian, Macedonian, Slovenian, Bosnian, and Montenegrin. It is used also in Latvian and Lithuanian.
It is necessary to mention, that English Wikipedia wrongly said (and rejected correction for very long time), that “cz” in English came from Polish at the end of 18th century (without any source), which is a nonsense, because in Czech is “cz” documented in the beginning of 2nd millennium and in Latin is “cz” documented already in 16th century (e.g. “Czechia” from 1569 in the Latin preface to the "Musica" of Jan Blahoslav) and this digraph in various forms (adjectives, nationality, name of the country) is very frequent in Latin texts in Baroque period.
In addition, the first recorded use of a similar (however not correct) name is in English in the word “Czechians” by Peter Heylyn in 1625 in his “Mikrokosmos: A little description of the great world. Augmented and reuised.” (the second edition) on page 298, explicitly referencing Czech sources, including Jan Dubravius: https://quod.lib.umich.edu/e/eeb... , Pavel Stránský in “Respublica Boeiema”, published in the Dutch town Leiden in 1634 or the name of the part no. XXXIII (Act 3) "Aria. Allegro. En duplo sole Czechia" of melodramatic, well known oratorial musical composition Sub olea pacis et palma virtutis conspicua orbi regia Bohemiae Corona – Melodrama de Sancto Wenceslao (Under the olive tree of peace and palm tree of virtue the Crown of Bohemia splendidly shines the whole world – Melodrama of Saint Wenceslas), written by famous Czech Baroque composer Jan Dismas Zelenka in 1723, and many more.
Jiří Barthold Pontanus of Breitenberk "Hymnorum sacrorum,
beatissima de Maria Virgine et Patronis S. S. R. Bohaemiae, Libri Tres,"
Introducing the Virgin Mary and the Czech saints issued in Prague in 1602
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