Thank you very much.
Additional Question (02-June-2021@12:11CEST):
I have retrieved the XML file containing the list of States/Countries (it is now stored in C:...\TEST1\force-app\main\default*settings*\
The file name is Address.settings-meta.xml
I have copied/past this file into another sub-directory where I keep a copy of the code of the "Destination Org called DEV1: ...\DEV1\force-app\main\default*settings*\
I was expecting to be able to deploy the XML file with Visual Studio Code + SFDX CLI but, the deployment is not successful: I get an error without details.
Then, I try to deploy the same xml file with Workbench. The deployment is apparently successful BUT when I go to that Org to verify if the States have been deployed... I observe they a have NOT been deployed.
Any input that might help me?