Hi,
Seems like not clear about your issue.
Assuming as you need 5 sources data to DSO then to cube with 5 countries respectively.
Here you need create 5 info pack and 5 dtps(which can load data from PSA to DSO).
Later create 5 dtps to load data to 5 cubes. at each dtp you can put filer on country info object if exist in your cube.
if there is no country info object then you may need to use endroutine.
Thanks