Thanks Ray - that's what I had and also thought it was OK, but then I noticed it wasn't.
If you sort by country so that its Z-A and the first ones are Zimbabwe, if you scroll down a bit you'll see a red 'Not Selected' one,amd a few rows further down a Germany and an Australia amongst the United States ones.
I think it's because its sorting on Activity which by coincidence a lot will have Country, but its presumably not actually sorting on Country.
Due to the history of the structure, its that weird one where Countries are a category of Activities. So although Countries are in the lodge_activities table, so are lots of things other than countries.
Thanks for having a look - really they need to enter a country for all these, then this becomes less of an issue.