I decided to scroll randomly through the least represented nations in "explore world," and found two country errors (I'm shocked it's this few among thousands, well done!
Minor league catcher Jordan Parris is listed as being from an unknown town in Denmark. BR has him being from Tennessee:
Jordan Parris Register Statistics & History | Baseball-Reference.com
Jose Almarante is Dominican, not Haitian:
Jose Almarante Register Statistics & History | Baseball-Reference.com
Also, on the "technically correct but misleading" front, Alex Wilson is listed as Saudi. He was born in Saudi Arabia, but I believe his parents are Americans and he was raised in the states. Judgement call which one we want it to be. Same deal with Edwin Jackson and Germany