Apply slicer for 2 difference data source

Would probably help to see your table relationships.  It's not clear if Order Table has duplicate Country values in it?  I would... expect it to, since it is ... orders :)

Since your Vendor Details table has duplicate Country too, you can't easily relate those.   So, what I would do is create a single County table (use New Table on the Modeling banner and Countries = VALUES('Vendor Details'[Country]) to create a single table of just the unique country.

Then you can create a relationship between this new table and BOTH of the other 2 tables, and happily slice the data based off your new country table.