Multiple series line chart with conditional formatting for line color

First step is to create a measure or calculated column to define the color. In your case a calculated column is sufficient.

Color = SWITCH(financials[Country],"Canada","#118DFF","France","#12239E","Germany","#E66C37","Mexico","#6B007B","#E044A7")

Then you can apply that field in your formatting. Well, you could if that feature would work. I was really sorprised that this is either not enabled or still broken from the implementation of the new formatting pane. 

Ironically it makes it look like it works for the data labels. But when you apply the rule it will be ignored.

But when you apply the rule it will be ignored.

So yes, this is definitely broken. Sorry!