Need help in removing blank rows

Click on the View tab in Power Query editor and tick the box to turn on the Formula bar so you can see what the code is that happens when you click the buttons. I believe remove blank rows only removes rows that are entirely blank, while remove errors removes based on selected column. To remove blanks from a specific column, just use the arrow on the column heading to filter the column and untick blank/null values.

Yes, so since those countries are excluded from your Country table, they will appear as Blank in the visual. You can just filter the visual to exclude blank in this case, or you will need to apply additional filter in the raw data to remove them from all tables.