These characters can be found in strips in Himaruya's blog. Dubbed versions of these strips can be found on LiveJournal.
Taiwan, Wy, Hong Kong, and others like Australia, Monaco, Seborga, TRNC, etc. simply have not appeared in the anime yet. If the anime happens to continue, there's a possibility that they would show up, as there is nothing preventing that from happening like in South Korea's case.
Egypt has already made an appearance in the anime (episode 27 of Axis Powers).
Himaruya still needs to make an official design for Mexico.