I understand that you want to implement the scenario that the customers in the US and Canada use SMS and customers in other countries use Email.
Unfortunately, it is not possible to enforce a particular factor for a subset of users.
Since your tenant has MFA factors OTP, Phone, and Email enabled, when a verified user logs in, they will see the option to allow them to try a different factor like the below screen.
Users in other countries can scan the QR code with Google Authenticator and enter the code. Once this is set up, the next time the same user logs in, they can click on the “Try another method” button and choose Email to receive the verification code via email.
Hope this helps! Please let me know if any further queries regarding this.