Does it matter which country I am in to pursue this dive?
The best news about studying Cantonese is that no matter where you are in the world, you can study/improve your Cantonese. 
If you are near a city with a Chinese restaurant, any native Chinese (who speaks Cantonese) will be amazed by your local dialect skills.  Even if they don’t speak Cantonese, they will still be impressed!  
You can also find practice groups online. 
Bottom line, the answer is no: it doesn't matter at all which country you are in. Wherever you are, you can start learning or improve your Cantonese. Truly, these days, if you want to become fluent in Cantonese, and you aren't currently fluent, the only reason is: "YOU ARE LAZY." Remember the Break Diver's Creed: No Rules. No Excuses. No Regrets.