To clarify, you would set up a rule for Country:All Countries (effectively ROW), then override that with country-specific rules for any country that should be an exception to the ROW rule.
Also, if possible, it would be best to disregard any Min./Max. thresholds for each rule; leaving these blank/0 means they will be disregarded. This is because an order must satisfy ALL conditions you define for a rule in order to qualify for that rule, so if you define arbitrary Min./Max. thresholds for no specific reason, you may wind up with orders outside those thresholds that don't qualify for any rules and thus cannot checkout.