Anthropic/OpenAI: Add country codes for territories (#17089)

- Cloudflare provides ISO-3166-1 country code for protectorates. Expand our allowlist to include the territories of countries on the allowlist (US, UK, France, Australia, New Zealand). 
- Also include the country_code in the error message when we block. 

Co-authored-by: Marshall Bowers <elliott.codes@gmail.com>

crates/collab/src/llm/authorization.rs

@@ -85,7 +85,9 @@ fn authorize_access_for_country(
     if !is_country_supported_by_provider {
         Err(Error::http(
             StatusCode::UNAVAILABLE_FOR_LEGAL_REASONS,
-            format!("access to {provider:?} models is not available in your region"),
+            format!(
+                "access to {provider:?} models is not available in your region ({country_code})"
+            ),
         ))?
     }
 
@@ -195,7 +197,7 @@ mod tests {
                 .to_vec();
             assert_eq!(
                 String::from_utf8(response_body).unwrap(),
-                format!("access to {provider:?} models is not available in your region")
+                format!("access to {provider:?} models is not available in your region ({country_code})")
             );
         }
     }