Woocommerce Add Countries is a lightweight plugin which allows you to add new countries to the Woocommerce countries list. Requires Woocommerce.
Once the plugin is installed and activated, from your dashboard navigate to Woocommerce > Add countries, then write the desired ISO code and country name separated by a comma. You can add as many coutries as you want, just enter each country on a new line.
ENG, England SCT, Scotland WLS, Wales NIR, Northern Ireland