How to select a region if my country is not listed

You can do that yet you will have issues making purchases from a country out of xbox regions

For more info: https://www.xbox.com/en-US/live/countries

nope and we can't help you

Your payment option must match your account region

Thank you M3tal, Today I purchased the game. Here what was happened if its helps on anyone else. There is nothing related to xbox region (I didn't changed it), for me it seems only relationship is if your payment method (ie. Credit card) belongs to Country
"X" then you need to visit Microsoft Store for Country "X" for buy things. I might be wrong but that's what happened to me

Have a Grt day

It sounds like they might have changed the region before selling it to you. This is how to change the region on a 360:

How to change your country/region on Xbox 360
To change your country/region on Xbox 360, you can't simply update your location as with Xbox One. Instead, you'll need to migrate your Xbox profile, which could impact other subscriptions and services.

Here’s how to change your country/region on the Xbox 360 console:

1. Enter the email address and password for your Microsoft account, and then click Sign In.
2. Add a credit card and enter the billing address for your new region.
3. On your console, go to settings, and then select System.
4. Select Console Settings.
5. Select Language and Locale.
6. Select Locale.
7. Select the locale that you want to use.

Conditions that can prevent you from changing your country/region
If you’re prevented from changing the country/region for your Xbox, it may be for one of the reasons below:

• You changed country/regions within the last three months.
• Your account is currently suspended (for example, the credit card on one of your subscriptions has expired).
• You are a minor (as defined by applicable law) in your current country/region and will not be a minor in the region you’re moving to.
• You are not a minor (as defined by applicable law) in your current country/region but will be considered a minor in the country/region you’re moving to.
• You have a balance due on your Xbox subscription.

Hello!

If do not work might be for:

Conditions that can prevent you from changing your country/region

If you’re prevented from changing the country/region for your Xbox, it may be for one of the reasons below:

• You changed country/regions within the last three months.
• Your account is currently suspended (for example, the credit card on one of your subscriptions has expired).
• You are a minor (as defined by applicable law) in your current country/region and will not be a minor in the region you’re moving to.
• You are not a minor (as defined by applicable law) in your current country/region but will be considered a minor in the country/region you’re moving to.
• You have a balance due on your Xbox subscription.

Try this

How to change your country/region on Xbox One

Important If you’re trying to use these steps to resolve any backward compatibility account region errors, changing your account region will not resolve these issues. These steps are only for when you’re moving and need
to change your country/region.

Follow these steps to update your settings to your new country/region, and then restart your Xbox One console. When you make your first purchase in the new locale, you'll be prompted to update your billing information.

1. Sign in to your Xbox One console.
2. Press the Xbox button to open the guide.
3. Select Settings.
4. Select System.
5. Select Language & location.
6. Select your new location from the list, and then select Restart now