Ok, I've got it. So, for the benefit of all new users, I'll explain it here.

If you add a new zone, you have to Remove the Zone Table Rate then Install again. Else, the new zone will not appear in "Modules > Shipping > Zones Table Rate" ..... or it will only appear as input boxes without labels.

After reinstallation you'll need to enter shipping rates all over again, remember to copy all the rates to somewhere else first (notepad etc).