Create country filter for two tables

Hi Roym ，

I created a sample pbix file(see attachment) for you, please check whether that is what you want.

1. Create country dimension table just as suggested by amitchandak  and PaulDBrown and apply the country as slicer option

Note: Please DON'T create any relationship between country dimension table and your fact tables(Controls and Issues table)

Countries = DISTINCT(UNION(ALL(Controls[Country]),ALL(Issues[Country])))

2. Create a measure as below

Measure = 
VAR _selcountries =
    ALLSELECTED ( 'Countries'[Country] )
RETURN
    IF (
        SELECTEDVALUE ( 'Controls'[Country] )
            IN _selcountries
                || SELECTEDVALUE ( 'Issues'[Country] ) IN _selcountries,
        1,
        0
    )

3. Create table visuals and apply visual level filter with condition(Measure=1) just as shown in below screenshot

Best Regards