BuddyPress.org

For simple purposes can set up an extended field (say ‘Country’) in Buddypress without need for any particular plugin and have it included, even ‘required’, then you can use the ordinary WordPress search to filter the list of members to reflect only those matching the country of search. However I am not certain if you can restrict the content of that field to a particular known dataset of countries (ie you would have to rely on members correctly listing their country).
If you want to go further you could use a plugin like the BP Avatar Map ( https://wordpress.org/extend/plugins/bp-members-avatar-map/ ) which needs a ‘Location” extended field using various depth of location eg. just USA or Sydney,Australia or Sydney, NSW, Australia – the WordPress search should then find all from Sydney or all USA etc. The plugin includes a map for the Directory page but you could probably exclude that if you wanted.
Hope this helps.