Thank you for posting your query onto the Forum.
You can follow the steps given below in order to avoid “Many-to-Many” relationships that you’re facing.
Step 1: Create a “Duplicate table” from your Order Table.
Step 2: From the duplicate generated table remove all other columns and only keep “Regions” and “Country” column.
Step 3: Right - click on the Regions column and select the “Remove Duplicates” options. And now you’ll be only left with the unique value list of Regions and Country.
Step 4: From your Order Table as well as Shipping table remove the “Country” column from both the tables. This step is “Optional”. I’ve just recommended this step just to reduce your data size from both these tables.
Step 5: Click on the “Close & Apply” button.
Step 6: Under the Modelling Tab view, now try your Order Table and Shipping Table to get connected with the newly created Locations table.
Please Note: In your Order Table and Shipping Table you should’ve same number of “Regions” and “Countries”. If there’s any error in designing your data for these table then get it sorted first.
Hoping you find this useful and helps you to avoid “Many-to-Many” relationship.
Thanks & Warm Regards,