To add a search filter/sorting event by country on the Events Page, you can do these.
#1. First, add some Country Categories and assign them to corresponding events.
#2. Install Filter Plugin
#3. Open the Filter Documentation page, you will see a link in Step 2.
#4. Open Event Page > Click the Gear icon
#5. Click Advanced > Page Header Code Injection > Paste the code in #3.
#6. Click on Get Filter Config button
#7. Click Copy Code
#8. Replace #5 with the code you just copied
You will have this.
If click on Category, you will have
#9. If you want to move Category/Sort/Search to top of Event Page, find this line and change left to top
Result: