Yes, that's where I've set it.

My questions:

1.) Would it be difficult to show it to only the country list entered AND block cookies until the accept button is pressed?

2.) When I click enable on the second option in the demo admin to block all cookies before accept, all cookies don't seem to be blocked before hitting the Accept button.
I clicked [x]enable on that checkbox, and then browsed the user side without clicking Accept, and see that the following cookies were set anyway:
PHPSESSID
client_utc_time
grid_mode
and when I clicked a heart icon, favorites

Will do some more testing to see if I'm somehow messing this up. Testing with edge browser in windows sandbox. Will test with another browser.