Struggling to set up multiple shipping rates

Hi. I’m a first time user trying to set up my default shipping template.

I am based in the UK but list on I need to show four different rates:

Domestic (i.e. UK) - I have this set to Economy Shipping Outside US. Think this is OK…

I then need three more rates:

North America
Everywhere else

I can figure out how to set N. America in the International tab but get stuck on how I show the other options. Checking ‘Europe’ for example, just shows it alongside the N. America rate, rather than giving it its own profile.

Please help!