Does it matter which country I am in to pursue this dive?
The best news about studying Korean is that no matter where you are in the world, you can quite easily improve your Korean. Whether it's movies, tv shows, books, magazines, news broadcasts, or even random people in the street, wherever you are, you will find resources to help you improve.
Unique among languages, Korean affords the learner an opportunity to easily find learning and practice resources everywhere. You can easily search online, and unlike resources for learning any other language, the number of offerings is truly without end.
Further, odds are that wherever you live, there are a bunch of people nearby you who speak the Korean language already with whom you can practice.
Bottom line, the answer is no: it doesn't matter at all which country you are in. Wherever you are, you can start learning or improve your Korean. Truly, these days, if you want to become fluent in Korean, and you aren't currently fluent, the only reason is: "YOU ARE LAZY". Remember the Break Diver's Creed: No Rules. No Excuses. No Regrets.