Taking the emphasis on privacy, the most obvious source to look at is F-Droid. So checking my Call Blocker app list with that in mind (simply watch out for F-Droid icons next to the app names), NoPhoneSpam sounds like a good candidate – and meets your requirements (as I understand them):
- can block calls: sure :)
- can block by country code: Yes (quote: "Use special syntax to block countries or providers or parts of numbers")
- respects your privacy: Yes. Minimal permissions (read phone state, calls) – only those really needed. No network permissions.
Just in case, it's also available at Google Play – though I definitely recommend using F-Droid wherever possible (for privacy reasons).
Note, however, that this app hasn't been updated for about a year – which mustn't mean much, of course, as long as it works :)