Surrounded Countries
Pyth, 7 bytes
n{Q_{_Q

Run the code on test cases.
n      Check whether the following are not equal:
 {Q     The unique elements in order of first appearance
 _{_Q   The unique elements in order of last appearance
         (done by reversing, taking unique elts, then reversing again)

The only way to avoid surrounding is for the countries' leftmost territories to be sorted in the same order as their rightmost territories. If two countries are swapped in this order, one has a territory both further left and further right than the other, and so surrounds it.
To obtain the unique countries in order of leftmost territory, we simply deduplicate, which preserves this order. The same is done for the rightmost territory by reversing, deduplicating, then reversing again. If these give different results, then a country is surrounded.