Hi,
1. In the menu System>Zones, you can create new zones. So create a zone of the type "shipping" and select the countries you want to be in that shipping shipping zone in its "sub zones" listing. Then, just select that shipping zone in your shipping method(s) for that area and the shipping method(s) will only display in the customer is in that area.
2. HikaShop has many error messages for shipping method restrictions, one per restriction setting.
And it will only display the first one, when no shipping methods are found.
So for example, if you set a price restriction to some of your shipping methods and the total amount doesn't match for the current cart, then that error message is added to the list of messages, and similarly another message is added if a shipping method can't be displayed because of a product in the cart. However, since you have several messages and the system only displays the first one, it might not be the best suited for the current situation.
Now I don't know how you configured all your shipping methods and their restrictions. So I can't say exactly what would be best here.
Know that if you want to change an error message (or any other part of the interface of HikaShop), you can use a translation override:
www.hikashop.com/download/languages.html#modify