Tax rate change for country - Different areas

Hi,

I am wondering if anyone can help me. I have added tax rates on my commerce site for different European countries and tax will be added accordingly when someone checks out.

There are 4 areas thought that are tax exempt and I am not sure how to do this ? As the rest of the country does have that tax but other areas do not : 

Ie. Spain has 21 % however the Canary Islands do not have tax yet are part of Spain
     Jersey, Guernsey and Gibraltar are part of UK (21% tax) but are tax exempt as well.

Anyone know how I can put this into my commerce ?

Thanks so much !

Thanks for your quick answer !

Such a shame as I am not sure how I should work my shop now. 
Sara