Hi there @fashionfactory!
Don here from Shopify.
Would you be able to share a link to your store with me here first so we can check this out together?
For your part, if you could check to ensure that you have added at least one country you can ship orders to in the settings > shipping and delivery menu in your Shopify admin?
It could be the case that there are simply no options added there, meaning it is not possible to select a country and leading to the behaviour we see here.
Let me know if you have already added a country or countries there and you still can't see an option for selecting the country during that checkout step.