Error : Could not determine the country of physical location : GTS / TM Integration

Hello all, I am integrating freight orders created in SAP TM with SAP GTS for SPL Screening / Embargo checks.

I have done:

• The basic configuration in SAP TM / GTS and the web service in SAP PI
• Mapping of the business partner of the purchase organization in mapped to FTO in GTS
• All other partners in the freight order already exist in GTS

I observe:

• Freight Order created in TM is replicated correctly to the SAP PI layer
• In transaction SXI_MONITOR on GTS system, the message is marked "Processed" without error (that means the integration layer has done the job well).
• Following error in the SLG1 application log (see details in the attached file):

"Could not determine the country of the physical location."

• The document reference (in the attached picture), 200000040 is not created in /SAPSLL/CUHD table in GTS. Question : Is there a separate table for CMPL01 (SPL / Embargo relevant document)?

Any hints to investigate further. Thanks in advance.