Adam Clarke on Jeremiah 22:10

Weep ye not for the dead - Josiah, dead in consequence of the wound he had received at Megiddo, in a battle with Pharaoh-necho, king of Egypt; but he died in peace with God.

But weep sore for him that goeth away - Namely, Jehoahaz, the son of Josiah, called below Shallum, whom Pharaoh-necho had carried captive into Egypt from which it was prophesied he should never return, 2Kgs 23:30-34. He was called Shallum before he ascended the throne, and Jehoahaz afterwards; so his brother Eliakim changed his name to Jehoiakim, and Mattaniah to Zedekiah.