Why won't my shipping zone save?

The zone editor checks two things before saving:

• "Zone name is required": fill in Zone name.
• "Add at least one region (country)": under Regions, click + Add region and choose a Country in at least one row. A row with only empty fields doesn't count.

Fix the one shown and click Save zone again.

Saving also works with no methods, but then the zone offers no shipping options. Add one under Shipping methods with + Add method, give it a Label and a cost, and save.