Hi,
The country codes needs to be compatible with what PayPal wants, and not correct as per other rules. That's why HikaShop comes with a list of countries with the codes entered so that they are what payment gateways expect and we can realy on these in the payment plugins. Some payment plugins adapt these default codes to others when necessary.
I can see you're using extra country zones you've created in the menu System>Zones.
That's possible, but in that case, you need to enter for them one of the codes supported by your payment gateway. For PayPal :
developer.paypal.com/api/rest/reference/country-codes/
For example, since Saint Barthélémy is not in the list, and since it's an overseas collectivity of France (
en.wikipedia.org/wiki/Saint_Barth%C3%A9lemy
), even though wikipedia states that the 2 letters ISO code for it should be BL, I suppose you want to use the code for France which is FR
The best of course is to contact PayPal support and check with them which country code you should use for each island. They'll know better than me what they want you to use for them