Country Select with region filters

I'm tinkering with a design for user to select a single country, or multiple countries that are historically/culturally grouped (eg United Kingdom).

Just looking for feedback, and wondering if anyone has seen something along these lines.

Dropdown 1: Region (whole world, Europe, Nth America, Sth America, SE Asia etc)

Drowdown 2: Country (all, then list of appropriate countries based on dropdown 1)

The user first selects a region (eg Europe) then an Country (eg Germany).

If Country=All, then the search results will return all countries in the selected region (or all countries if region=whole world).

Changing region changes the options in the Country list.

One issue I have is how to deal with regions like United Kingdom. Ignoring Brexit, the UK countries are also in the Europe region. One country being in multiple regions is not a problem. The problem is there are quite a few regions like this (UK, British Isles, Balkans, Caribbean etc). I can absolutely see users wanting to have results returned for "all countries in the UK".

Should I just have lots of regions? All world, continents (EU, Africa etc), then these special subsets (UK etc)? Or would you go All world, then Continents+SpecialRegions [sorted a-z]?