DAX Measure error - to remove fixed values with table column fields

You could try something like

Selected countries and stores =
VAR _Countries =
	"( "
		& CONCATENATEX(
			VALUES( 'pg_control_cases'[country_dim.country_name] ),
			'pg_control_cases'[country_dim.country_name],
			","
		)
		& " )"
VAR _Stores =
	"( "
		& CONCATENATEX(
			VALUES( 'pg_control_cases'[bu_code] ),
			'pg_control_cases'[bu_code],
			", "
		)
		& " )"
RETURN
	_Countries & ";" & _Stores