Does it matter which country I am in to pursue this dive?

Thanks to the internet, as long as you have an internet connection, it is fairly easy to improve your Italian.  Whether it's movies, tv shows, books, magazines, news broadcasts, wherever you are, you will find resources to help you improve. Italian people love talking and helping, so if you can find an Italian study buddy, they will be happy to help you. 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 improving your Italian. Truly, these days, if you want to become fluent in Italian, 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.