Maybe, one possible way of discovering which demons like which countries, is by identifying the ruling angels of said countries and looking for their opposing demons, although this would be heavily biased by the Judaic or Christian lore.
Speaking of that, it seems that the modern conception of ‘country’ seems a bit too arbitrary. Like, we can’t even agree on the actual number of existing countries, and even if we did, that number could well change within a few years. Maybe, you could look for the energy and preferences of each demon and then find the countries where these energies are present in a more strong way. But that would give you a list of territories, not necessarily countries. And, depending on the demon, wherever there are humans, there would also be his/her energies.
Overall, I think the best way to find out would be to evoke a few demons and ask them about their favorite countries. Then, you gather a group of other practitioners and keep evoking until you can verify one another’s UPG’s. Lastly, you publish the first book ever on Geodemonology and make some money
So, as far as I know, there isn’t such a list.