This is a real edge case, just reporting it in case you are working in this area and have an opportunity to fix.

On the checkout_one page, press the Edit button for Billing/Shipping Address.
Add a new address in a different country, press Save Changes.
Shipping does not reflect the new zone.

If you use the dropdown for saved addresses after pressing the edit button, the shipping correctly reflects the selected country's zone, it just fails on adding a new address.