Same problem here since we ONLY deliver fresh flowers within 5km in Barcelona city and we can't figure out a way to set a shipping zone.
I've already contacted costumer service and if you are struggling with the same issue (needing to set up a shipping zone out of US or Canada) as @paul2009 suggested, i kindly encourage you to contact costumer service as well.
Does anyone know if there's a plugin or app that can do this job and work well with squarespace platform?
Thank you in advance.