Different country selection for invoice & shipping address

Hi,

No, you can't have a different list of countries for the different types of addresses.
However, what you can do is to create a new zone of the type "shipping zone" via the menu System>Zones where you list all the countries you want to ship to as "sub zones".
Then, edit each of your shipping methods in the System>Shipping methods menu and in the "zone" restriction setting, select that shipping zone.
That way, when the customer enters an address for a country where you don't ship to, he will get an error message and won't be able to proceed.

Hi,

Looking at your screenshots, it seems that you've removed the "shipping" view from your "checkout workflow" and thus a shipping method is not asked during the checkout and thus the restriction of the zone on the shipping methods is moot.