It's possible to Search clients by multiple parameters and even by such a useless parameter as State/Region but surprisingly not by Country: /admin/clients.php
Could you please add Search by Country functionality? Taking into account that it's possible to Search by Clients State/Region but not by Clients Country, I would say that missing Search by Country is rather a bug than a missing feature.
Thanks for your suggestion, votes and comments. I'm pleased to advise that in the upcoming 7.6 update, we will be introducing a new search tool on the client list, whilst will allow for searching by country - amongst other things.
Please keep an eye our for it during the beta period starting soon, and let us have your feedback. Watch https://blog.whmcs.com for the announcement.