Zones my Continent

I have found the following Zones Europe, United States, Australia All and now want to have an International Zone that includes the other Continents like Africa, Asia. Is this possible without having to go through the list of countries and un-publishing them?

You should create a new zone, and add all the countries you need into it as subzones.
If you don't need a country (because you don't want to ship/sell to it for example) you can unpublish it yes.