We've just added the 'Country, Region' breakdown to our Facebook Ads connection in Funnel! We supported these breakdowns individually, but this new breakdown combines the two.
When creating a new, or configuring an existing Facebook ads connection, all you need to do is select 'country, region' from the drop down list:

We hope that you find this new breakdown useful! If you have any questions please contact support@funnel.io and we'll be happy to help :)