Hi Julia,
Nick here from Shopify!
Great question and that completely makes sense regarding the threshold. Shopify has a very helpful guide on non-USA taxes which goes through everything you would need to know about setting up taxes for your store. I also want to share another helpful guide with you for tax overrides and exemptions which goes into detail for VAT exemptions in the UK. You can see the guide by clicking here. There is one other potential workaround on this. It is a little more technical but it is definitely worth a look to see if it is what you are looking for and if it can work for you. It is an advanced tutorial and is not supported by Shopify, but if you think this could be your solution, you could reach out to a Shopify expert directly to help you with it as a small task.
I hope this helps and does clear this up for you a little with the aid of the guides. Please don’t hesitate to ask should you have any other questions about this or anything else.
All the best,
Nick