How can I modify checkout shipping options for specific countries?

Hello, in the shipping list options at checkout, certain countries are separated from others, specifically the US, Canada, UK, Serbia, and Montenegro. I think it’s because I had purchases/test orders from these countries.

How can I change this, I don’t want Serbia and Montenegro to show there because it can have a bad effect on the conversions.

Hi, can you be more specific about where to change this? Where do I find “Custom”? Under which sub-category in Shopify Settings?

Can anyone else provide a helpful explanation?