Splitting an organization up for management purposes requires two basic mechanisms. 1. Role-based access control (implemented in Exchange, Azure AD, and compliance), and 2, divisions within the directory (implemented as Azure AD administrative units). The latter is not fully supported across Office 365 at present, but it is effective within many of the compliance solutions, like retention, DLP, and eDiscovery. Have you tried using administrative units? Here’s an article about using their dynamic variant, which is what you might need for country-level management: https://practical365.com/using-dynamic-azure-ad-administrative-units/

Office 365 really is the SMB solution that escaped into the wild.