Hi Ian, under the ORDERS ADMIN >order stats menu in your admin, there are quite a few extensive reports you can pull. Have you seen this? I expect it should do what you want.
Hi, by default, all countries are selected. You can select one or more (hold down ctrl to select more than one), or you can tick the "not" box and select one or more countries to exclude.
Is it doing what you need? If not, let me know what the issue is.