if just for shipping address try this
my website is just in one country so i change other country like Afghanistan name to same what i want for example USA so now i have in my country list two country named USA and i change state for the new USA that i made it (Afghanistan) and it work then i give each shop one of this two USA but i am not sure if there's any risk in this way
hopefully someone give the right way to separate the state
sorry for my english