SOLVED... Paul, thanks for the response. In a different, related, post you mentioned Cloudfare.com and after you replied to this post, though you hadn't mentioned it again, I decided to give Cloudfare a shot.
For anyone else who wants to Block Countries in Squarespace this is what I did...
1. I started a FREE Cloudfare account and added my Squarespace website. I had to change the Name Server on Squarespace to complete the process.
2. To do that I went to my Squarespace website then Settings, Domains, clicked on the gray box with my website URL, clicked on the gray box that says Advanced Settings, at the top of Advanced Settings I clicked on Nameservers, clicked the radial button that says Use Custom Name Servers and added the two URL's that were provided to me during my registration process with Cloudfare.
3. Cloudfare verified the change within minutes and from the Cloudfare website I selected the tab Firewall, then clicked + Create Firewall Rule.
4. The rest should be pretty self explanatory depending on what you specifically want to do (restrict, allow, etc...). Hit Deploy
5. Using a VPN I attempted to access my site from my restricted country and Voila, I couldn't reach it.
I am considering changing the appearance of the error page, but to do so I will have to upgrade to the $20/mo subscription, which I may or may not do.
I hope this helps anyone else wanting to do the same thing. I am the end user of my website and not a developer so I spent a lot of time looking into this and I am quite happy that after 2 weeks of research that it is done, and done for FREEEE!