If you are unable to set the country, then check your /etc/wpa_supplicant/wpa_supplicant.conf file, the first three lines should look like this (you may have to use sudo to view):
??? ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev
??? update_config=1
??? country=US
If the country=US line is missing or incorrect just sudo nano /etc/wpa_supplicant/wpa_supplicant.conf and manually edit the file to add it and then reboot the pi and see if that fixes it.
Jay
73 de N0SR
JaySheepdog