Issue removing subcategory thumbnails

1. Do you mean how can you prevent the categories from showing before your products? If so, this can be adjusted on the screen you show in your image. Your Product Catalog settings in customizer will adjust WooCommerce’s default display options.

I see from your screenshot you’ve already adjust that so you’ll want to check if your theme is using it’s own template to override this, or if another plugin on your site is showing that.

To check your theme go to Appearance > Themes and then click the “Live Preview” option on either the Twenty Twenty or Storefront theme. If you don’t have either of those themes installed, you can install one of them for free.

If the issue is resolved with either of those themes, you will need to contact your theme’s developer as their templates are causing this.

is there a way I add a country filter on the side bar under the price filter (so people can search for a drop down of countries to show only products from there?)

There isn’t a country or product location in WooCommerce. The closest workaround would be to add countries as attributes. Then apply the appropriate attributes to your products and allow customers to filter by that. You could also do the same with tags, though WooCommerce doesn’t have a product filter by tag widget, so you’d need to use a plugin for that such as: https://woocommerce.com/products/product-filters/