You are correct, the source country and income from that country are not provided on the Form 1099-DIV.
They should, however, be reported in Supplemental Information provided by the financial institution that issued the 1099-DIV. At the very least, the amount of the Foreign Income should be available.
If it came from many countries (common with international funds) or the Supplemental Information did not indicate a specific country, you can select "Various" from the drop-down menu of countries.
