Howdy Ajax,
Thanks for reaching out. I would love to help you with that.
That option is located in your WP Admin. If you go to WP Admin > Events > Settings, then click on the tab “Default Content”, you can change the default country. Are you seeing this tab? If not, are you sure Events Calendar Pro is up to date? If it is still on version 3.9, it is possible this tab will not show. Also make sure community is updated to 3.10 along with the other two.
Does that fix it? Are you able to find the option now?
Cheers!
– Brook