So looking at this other post, I was able to get the Country select to populate with all Countries. cf-civicrm State/Province field dropdown not populating after country is chosen
The issue I am still having though, is the State/Province select is being populated with every single State and Province from every country in the Country select field (which is all countries), so the list is HUGE.
I can not seem to get it to limit the State/Provinces to only the selected country.
For the State/Province, I have tried putting the country slug (both %country% and just country) in the "CiviCRM Country field", and I have tried placing State/Province select both before Country select and after Country select.