Unfortunately if you are not on Shopify Plus you cannot add logic to your checkout experience. You can edit the Payment Method and add information that "Cash on Delivery is only available in Greece, should you choose this payment option with a shipping address outside Greece your will be asked to reconfirm your order using any of the available payment methods".
Unfortunately it's not possible to enable COD only for one country. Payment methods in Shopify are global, which means that the COD payment method will be visible to every customer in every region you have enabled on your store.
If you are only selling in Greece you can restrict your entire checkout only for customers in Greece by enabling only a shipping rate for Greece, this way customers from other countries will not be able to checkout.
Let me know if you need more help about this!