1.Zaire/DROC/Congo-Kinshasa
ho fucking boy.
Belgium might just have been the worst colonial nation.
They plundered it's resources and when it was a personal possession of their king at the time (Leopold I) it was the site of hundreds of atrocities. So bad that it was the inspiration for the writing of Heart of Darkness.
This fucked with the development of the country obviously, but it gets worse.
During independence movements Belgium got into a bad relationship with Patrice Lumumba, the president to be. And over stupid stuff. The current king talked well of Leopold in a speech to the Congolese (like talking well of Hitler to Poland or something), and they got mad at him and relations fell apart.
Belgium wanted to keep relations with the area to further exploit the resources, so they endorsed a rebel region, Katanga, in it's fight for independence against the rest of Congo-Kinshasa. Western Powers then supported and backed the military dictator Mobutu in controlling the country (under his rule it was called Zaire), who was a leader unconcerned with development and his downfall resulted in political instability and the first Congo War.
The second Congo War, the extremely bad one that is was the bloodiest conflict since WW2, was caused largely by tensions with Rwanda and Burundi, and the spillover of refugees and militias from the Rwandan genocide. All of that conflict was also seeded my Belgian mismanagement in those regions earlier. They essentially created the ethnic groups of Hutu and Tutsi, and certainly created the hatred between them by making them socially un-equal during colonial times. Based off scientific racism at that.
Both colonial and post-colonial have fucked up Congo-Kinshasa/Zaire.
2. Indonesia
Don't know as much about this but from what I can tell most of Indonesia's problems come from it just being a very difficuilt region to govern. It's like few places else on earth in it's diversity of religion, ethnicity, and cultures. There's depending where you go large Christian and Hindu minorities, as well as animist tribal societies. Aside from the Muslim majority.
Hoenstly Indonesia is just plain hard to keep up. You might chalk up the whole concept of Indonesia as a problem, that various islands would be better off with their own governments. Since it's not like it was all one place until the Dutch made it so. The line on New Guinea island between Indonesia and Papua New Guinea is after all entirely based off who ruled it colonially. Brits and Dutch (and Germans for a time). Same with where Borneo cuts off into Malaysia and Brunei.
Brunei is a great example of a small local kingdom that was preserved and has been a great success on it's own (with no small thanks to oil).
Though it's true that the rule of Suharto and the atrocities he inflicted on East Timor (former Portuguese colony) were all supported and at best ignored by Western rulers due to him being Anti-Communist. Cold War colonialism strikes again!
3. Mauritania
Mauritania was just one of those places that was never really a state in any sense. You had a few mini-kingdoms and that's about it. Almost the entire population was nomadic and a lot of it still is. The French aside from conquering it probably were something of a boon, if only for outlawing slavery. But force feeding centralized state on nomads just was never going to result in a successful country. Most of their issues now are race based, and just plain old unstable government (two coups in the last five years).