Hi Sebben,
Unfortunately, OSClass is not ready to work with "global regions" over the countries, I mean there's no way to store which country is in which region, there's no helper or functions to retrieve that new information, so it's not possible to "create a new location file" and upload it.
Some work have to be done in order to make it possible. As I said before, it could be done modifying OSClass directly or with plugins.
Thanks