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First, for the league country choose the country where the largest number of teams will come from, e.g. Sweden. Do not set a region. Then, set the foreign player limit at 8. But also set the option called "Max Foreign (Foreign Team)" (Rules tab, top-left, just below the foreign player limit.) That allows you to set a limit that's observed by teams that aren't in the main country. Set that to 8 as well.
With that setup, you'll have mainly Germans on the German teams, mainly Swedes on the Swedish ones, etc., with all teams having access to up to 8 foreigners.
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