Any shipping and handling settings that you have declared will not appear on the first page of PayPal checkout. Only the item total is displayed. Once the buyer has entered/confirmed their shipping address then PayPal will display the appropriate shipping and handling.
It is possible to set your shipping rules by country rather than region, so rather than setting up a cost for "Africa and South America" you'd have to create a rate for each individual country. The easiest way to cover a wide variety of countries is to use a shipping rule with "all countries" to cover your international orders, and then create a domestic rate or a special rate for any specific country. Countries that have a specific rule applied to them will over-ride the general "all countries" rate.
As for the "cancel and return" button on PayPal, that generally functions like a browser's "back" button, it just goes to the page that was viewed immediately prior to the checkout.