Does it matter which country I am in to pursue this dive?
 
You can likely find someone or some school in your country to help with Krav Maga.

However, the online schools make it so easy to get started, and STAY TRAINING, no matter where you may move. Given that you usually can't transfer your training easily from one physical 'dojo' to another in different countries, it's probably best to find a great online school, and practice in real-life with practice partners.