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add_filter( 'woocommerce_countries',  'handsome_bearded_guy_add_my_country' );
function handsome_bearded_guy_add_my_country( $countries ) {
  $new_countries = array(
	                    'NIRE'  => __( 'Northern Ireland', 'woocommerce' ),
	                    );

	return array_merge( $countries, $new_countries );
}

add_filter( 'woocommerce_continents', 'handsome_bearded_guy_add_my_country_to_continents' );
function handsome_bearded_guy_add_my_country_to_continents( $continents ) {
	$continents['EU']['countries'][] = 'NIRE';
	return $continents;
}