Manual shipping rule for all countries except one

Hi,

There isn't.
You need to create a "shipping zone" via the menu System>Zones and in its sub zones list, add all the countries except one.
It can be done in a few clicks:
hikashop.com/support/forum/4-how-to/3716...of-world.html#190933
Then, simply select that shipping zone in the "zone" restriction of your shipping method and the shipping method will apply only to these countries.
Please note that there are only around 200 countries on Earth at the moment. The 4000+ zones that you're talking about are the different states within these countries.