I am not sure if I am the only one who faced this problem with the suggested solution, here is the problem we faced with this suggestion:
In our store we have few items which we would like to sell only in the US and Canada and rest of the item in the store is available to ship world wide, so we followed this suggestion and created a separate shipping profile for the product available only for the US and Canada.
At first it seems to work so when the user outside of US and Canada tries to by the restricted item they get an error at the checkout which is ok, but now if user in the US and Canada buys an item available world wide and also buys an item which is specific only to their country, they are charge the shipping cost twice! they are charge the shipping cost of both the profile, the general profile (items available world wide + US and Canada) and the profile of items available only for US and Canada.
So this does not really work, another solution which will solve this shopify script : https://help.shopify.com/en/manual/checkout-settings/script-editor/examples/shipping-scripts#hide-rates-for-specific-products-in-certain-countries
The annoying part is this one you have to enter the country code of all the countries you want to restrict (its a lot if you want to sell only to the US and Canada)