Modify regions in the drop down on information page

Hello

I am setting up the store form the UAE, by default it’s showing the 7 regions we have here, now in the shipping settings i have only setup fees for 3 out of these 7, however, as user tries to check out, the information page has a drop down that shows all these regions including the ones we dont ship to. It will only give the error that we dont ship there when you move to payment page.

How can i remove those i dont ship to from the drop list?

Thank you