All the city & street data comes from OpenStreetMap. What we’re seeing now are some gaps in their coverage.
If you search Nominatim (a good site for searching OSM) for “Belfast United Kingdom”, you’ll see how none of the results are Belfast’s city border. I need that (usually a relation record, sometimes a way record) in order to bring it into CityStrides, so someone will need to create that in OpenStreetMap.
Belgrade, on the other hand, does exist as a usable entry in OSM. I need to figure out how I’m going to handle Kosovo in CityStrides. 
I also need to figure out what the “Region” level is in Serbia. Based on Wikipedia, it looks like there isn’t one & I’d just have Serbia exist as its own Region (which isn’t too uncommon).
It’s that or create two “Regions” in CityStrides: https://www.openstreetmap.org/relation/1658166 & Relation: Војводина (1279074) | OpenStreetMap … I’m not sure that’s correct, though …
It looks like if I bring in admin level 7 & 8, I’ll have full coverage for cities…
Some example of places at admin level 8:
- Relation: Општина Жагубица (2869912) | OpenStreetMap
- Relation: Општина Горњи Милановац (2870954) | OpenStreetMap
- Relation: Општина Ивањица (2870955) | OpenStreetMap
Some examples of places at admin level 7:
- Relation: Град Београд (13022323) | OpenStreetMap
- Relation: Град Краљево (2867382) | OpenStreetMap
- Relation: Град Ваљево (2871513) | OpenStreetMap
Update: I went with Serbia as both the country & region. Град Београд, Србија - CityStrides is still being imported, so it will take some time for everyone’s progress to be fully calculated.