Storing data as JSON vs meta table
If I were you, I would use a classic normalised database structure rather than using JSON. I think that this is what you are driving at with your Option 3 (By using row constructors)?

I constructed a normalised version of your data. A sample is shown below - the full data is available at the sqlfiddle here.

CREATE TABLE country_location
(
  cl_id INTEGER NOT NULL AUTO_INCREMENT PRIMARY KEY,
  country INTEGER NOT NULL,  -- you might wish to use TINYINT for some fields
  location INTEGER NOT NULL,
  cl_code CHAR (5) NOT NULL,
  cl_type INTEGER NOT NULL,
  cl_status INTEGER NOT NULL,
  CONSTRAINT country_location_code_uq UNIQUE (country, location, cl_code)
);


-- Experiment with these indexes on your own data!
-- but the plans seem good - better than with no index.

CREATE INDEX cl_ix ON country_location (country, location);
-- CREATE INDEX country_ix ON country_location (country);
-- CREATE INDEX location_ix ON country_location (location);


And the data:

INSERT INTO country_location 
(country, location, cl_code, cl_type, cl_status) 
VALUES (3, 6, '0Dxsh', 1, 1);
INSERT INTO country_location 
(country, location, cl_code, cl_type, cl_status) 
VALUES (3, 16, '0Dxsh', 1, 1);
INSERT INTO country_location 
(country, location, cl_code, cl_type, cl_status) 
VALUES (3, 4, '0Dxsh', 1, 1);
INSERT INTO country_location 
(country, location, cl_code, cl_type, cl_status) 
VALUES (3, 8, '0Dxsh', 1, 1);


A sample SELECT of the data from this table:

cl_id   country location    cl_code cl_type cl_status
    1         3        6      0Dxsh       1         1
    2         3       16      0Dxsh       1         1
    3         3        4      0Dxsh       1         1
    4         3        8      0Dxsh       1         1


There's not enough data to be really sure, but with the indexes, the PLANs seem to be optimal and you would get excellent results on single country-location record searches.

I don't know enough about your data to do the joins - I've created the tables in the fiddle and I'm sure that with the proper FOREIGN KEYs, your system would be very performant.