You may wish to contact Apple about this. As already mentioned, you will need to disband your family group in order to change country, but if there is a child in the group you will not be able to do that. See if Apple has a solution for this. I can think of one involving multiple groups and family members, but that makes it complicated.
Refer to this page for Apple Support features ➔ Contact - Official Apple Support
Select from the presented options until you find a solution for your issue, or see if there is a chat or phone call contact method offered lower on the page (you sometimes have to narrow down the options multiple times before this is shown). If you do not see your issue, keep experimenting with any series of selections until you reach one that offers a chat session or a telephone call and get the representative to redirect you.
This support article has various country telephone numbers for contacting Apple for support and service ➔ Contact Apple for support and service - Apple Support