Don’t see any option for the UK when I signed up, the closest I got was EU (even though uk not eu)

The country names don't seem to be in alphabetical order. But it is there - as you can tell from my country lol.

If you're on a computer with the dropdown open, then you can type on your keyboard, this will make you focus an option that matches what you've typed. Which is a quick way to search through a dropdown.

You can also change your country again from your settings page.

The country names don't seem to be in alphabetical order

The countries are in alphabetical order by their ISO 3166-1 alpha-2 codes which are basically 2 letter abbreviations for the country

This is why the list starts with:

Andorra (AD)

United Arab Emirates (AE)

Afghanistan (AF)

Antigua and Barbuda (AG)

Anguilla (AI)

...

The UK would have its ISO 3166-1 alpha-2 code as GB which is why it is between Gabon (GA) and Grenada (GD)