Go to Admin panel → Settings → Homepage → Locations & Country Map (Edit)
The script uses simplemaps SVG maps (http://simplemaps.com/resources/svg-maps). And the map of some countries (Kosovo, some islands, etc.) are not available.
For some countries you need to edit the SVG files to change some states or provinces name etc. You can find all the SVG maps files in the /public/images/maps/ directory.
There are a free (commercial use) license and a paid license. So you can buy a license for some missing SVG maps and hire a local developer to add them for your website (based on current code). You can also disable the SVG maps from your Admin panel.