It could be that I needed to SAVE changes I was making at the completion of each step while setting up Shipping. Yes, I had this problem myself, and I know how it feels. It disappointed me hugely, i.e. I have not been able to rightly set up the most crucial stage in the process – the checkout, the payment. What my customers will think of it! So I tried many things, including clearing Chrome cache files. Now let me first explain the set up I was trying to create. I created two Shipping Zones in the GENERAL SHIPPING RATES profile (including all products): ePacket (including all 44 countries with Free shipping), and Rest of World (including all the rest of the counties, with a paid shipping). Once I had the problem of that message popping up at the checkout, and after I had tried many other methods. I thought let us try eliminating shipping zones, just one taken out at one time. When I deleted Rest of World, the first I eliminated, the problem was gone. I created Rest of the World again, and the problem did not come back. Great! What a relief! This obviously worked for me.