If currently your URL is showing your country but you wish to remove it, please follow these steps:
Go to Settings - Advanced Settings:
In the search box please type: enable_local_member_urls
Replace the 0 to 1 like in the image below. Lastly, click on Save Changes.
After you have done this change in the advance setting, you will need to go into the member's profile and save the Contact Details tab, at which point, the state/province will replace the country in the URL stream.
Scroll down, click on Save & Continue.
This should be your new URL: