Hi @richmont,
I’m kinda wondering if this might be easier. I did a google search " Region and countries in the world"
this is the link that have all 197 countries with Region.
You could load into excel and query into power bi or maybe there is a way to do it directly from the web. This way you have all countries in world in one table.
I know you have some solutions that @Heather, @Harsh and @ricardocamargos88 has given.
I just thought, this might be a option for you too.
Thanks
Keith