No countries found for document &1

What causes this issue?

To determine the valid dangerous goods data, you must specify the
countries along the route of the dangerous goods transport. However, for
document &V1&, no country was found.

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

Check if the document has been allocated a country of departure (using
the ship-to-party, for example), a country of destination, and/or a
route.

Error message extract from SAP system. Copyright SAP SE.