I am from srilanka.i can't change my region to srilanka because it is not at list

Yes, it's so annoying! I can't even pay to change my gamertag!

if you are from an unsupported region you cannot access Xbox services.

From your answer it looks like you did not read my question, but read only the headline

So I will repeat the main points

• I can't change the region because my region is missing
  
• I can not use another region because then it gives an error that the region of the card and the selected region do not match"
  

That is the main problem - I am from Lithuania which is not available to choose from the region list, therefore I set my region to the UK. The live support chat directed my here because they could not solve the problem

I am from Thailand I followed the steps for changing regions to purchase because there were no stores in my country.