Once you save the options for your site's default language or a custom language, it is not possible to change their language code.
If you want to use a different code for a specific language, for example, jp instead of ja for Japanese, or if you want to change the language code for a specific language you have to do following:
- Add or create the language you need.
- Bulk duplicate the content to the new language from the WPML → Translation Management page.
If needed you can also:
- Export and import .po files from the WPML → String Translation page.
- Completely delete the old content and the old language from your site.