@phil_renaud if your advertiser account was created via self-serve its a small-business (SMB) ads account and it comes with a few limitations whether you’re using the Ads API or the Twitter Ads UI.
Geo and Gender Targeting Overview:
Note: Small Business advertisers are limited to targeting users in countries where the Twitter SMB Ads product is available. For a list of countries available for targeting by Small Business customers, please reference this article.
This does vary by advertiser account though. If you plan on targeting both SMBs as well as non-SMBs with your product, your implementation should account for these limitations and handle them gracefully when you see these types of error responses.