Hi Tim and thanks for the welcome!
Your question will probably interest more than one player... There are indeed territories where the risk is high. I could write down names according to my experience but I am going to do better. Have a look at this table.
All the clubs worldwide which are (were) under a sanction related to a financial dispute with a player are listed. This list is available on the FIVB webpage and is regularly updated.
So, to answer your question, if you want to know what are the countries which are currently more problematic than others, check the list and the number of sanctioned clubs per country.