how do i change the country on 2 step verification option?

The two are largely unrelated except if you have changed a phone number as a result of a country change.

The article "Change your Apple ID country or region" describes how to change your country setting on everything using your Apple ID, and the requirements and results of doing this --> Change your Apple ID country or region - Apple Support

This is from the section "About trusted phone numbers and trusted devices" in the article: Two-factor authentication for Apple ID - Apple Support

To see, add, or change your trusted phone numbers use one of these methods:

● On your iPhone, iPad, or iPod touch: Go to Settings > your name > Password & Security. Next to Trusted Phone Number, tap Edit.

● On a Mac computer choose Apple menu  > System Settings (or System Preferences), then click your name (or Apple ID). Click Password & Security, then add or remove a trusted phone number.

● Using a web browser: Go to the Account Security section of https://appleid.apple.com .