Hi,
HikaShop only takes into account what you select in the address_state and address_country custom fields for the shipping methods zone restrictions.
So if you try to use that with another custom field, it won't work.
Also, the shipping zone needs to have the zones you want as sub zones. If you set the shipping zone as a sub zone of another zone, it won't do anything.
So for example, if you want a "Europe" shipping zone, you need to add all the European country zones as sub zones of that shipping zone.