Wherever customer activity is involved, the default country will display in the dropdown - if the customer is NOT logged in. (This includes mods such as shipping estimator).

Once a shopper logs in, zencart will display that customer's country based on their primary address.

Unless you are selling to all 250 countries worldwide, it's possible to get rid of all countries where you don't sell, thus reducing the length of the country selector drop-down. Even if this is 10 - 20 countries, alphabetic listing is preferred by customers - because psychologically, that's how they expect it to be.

I can speak from personal experience where I've visited some sites, not noticed they had "UK" at the top, scrolled down and found "UGANDA" then "UKRAINE" - but no UK - so I abandoned the site !