This will be to do with your country mapping. Please compare your Salesforce countries against the World-Check list of countries and identify any differences:
CRS versions 6.0 and above have a data migration table available in Salesforce under Setup > "Custom Metadata Type" > "WC1 Countries Configuration" where you can add any differences in countries between World-Check and Salesforce and the app will perform a translation. It is covered in the quick start guide.
Tip – In Salesforce run a report on the object "Automated Screening Errors" and pull in the field “Error Message”. If you see this error message:
“INVALID_REGISTERED_COUNTRY => Registered country secondary field values must be a valid ISO_3166-1_alpha-3 country code. ;”
Then you know that you need to add a mapping for that country to the metadata. Its worth building some reports out on error messages while you are testing the integration. You can also pull on the related list “Automated Screening Errors” onto the page layout of the related record e.g. Account/Contact page layouts to help troubleshooting.