How to add a country to the location module?
So maybe my question wasn't worded in the best way, but I have found the answer.

All countries in Drupal (at least in 7) are taken from the /includes/iso.inc file. This includes Location and Address Field.

You can add countries to this list via drupal_alter 

An example:

&lt;?php
function hook_countries_alter(&amp;$countries) {
  // Elbonia is now independent, so add it to the country list.
  $countries['EB'] = 'Elbonia';
}
?&gt;


Putting this in a custom module will enable you to add countries as you require. You must use a 2 letter iso code!