Hi KayShalom,
Thanks for contacting Apple Support Communities!
We understand that your iPhone setup you're unable to progress past the country selection.
If you haven't done so yet, you may consider force restarting your iPhone as outlined here: If your iPhone won't turn on or is frozen
"On your iPhone 8 or later, including iPhone SE (2nd and 3rd generation)
- Press and quickly release the volume up button.
- Press and quickly release the volume down button.
- Press and hold the side button until you see the Apple logo.
- If your phone doesn't turn on, follow these steps to check your hardware and charge your phone. You might need to charge for up to an hour.
- If your phone still doesn't turn on, contact Apple Support."
If you're still unable to complete the setup process, we'd sugges that you contact Apple directly to help diagnose this behavior with you. You can reach them here: Contact Apple Support
Take care!