Delivery options in Woocommerce Checkout not registering country & postal correct

Question

I am currently working on a Woocommerce site, where I need to setup shipping with a flat rate to Denmark - and no shipping to other countries.

When I input correct date into input field postal code + city, woocommerce returns with an error, that the inputted data doesnt have a shipping method:

'Customer matched zone "Locations not covered by your other zones"'

The problem is, that it shoudl actually be matched, since I have setup flat rate correctly for Denmark.

In my functions.php I have tried the following:

add_filter( 'default_checkout_billing_country', 'change_default_checkout_country' );
add_filter( 'default_checkout_billing_state', 'change_default_checkout_state' );
function change_default_checkout_country() {
  return 'DK'; // country code
}
function change_default_checkout_state() {
  return ''; // state code
}

But this doesn't seem to do the trick.

1. I don't have any weight and dimensions since every thing gets delivered by my own courier.
2. My shipping is flat rate and is added correct.

Does anyone know what could be the problem, since I should have set everything up as mentioned in documentation, yet it can't match the customer info to my shipping method.

EDIT #1

I now figured out, that the system doesn't set any delivery country - so maybe that is why.

I am using ARG Multi-Step Checkout, which could also cause the problem.