What county of employment should I choose if earlier 2019 I lived in Mexico?

Is this a state tax return that is requesting this information? 

What state tax return are you preparing?  Are you filing a non-resident or a resident state tax return?

Im filing a non-resident, and Im in the section of "State taxes" and Im not sure what residency status I need to choose, if 'part-year resident 'or 'nonresident', Im living in the State of Indiana since October 2019
However any option I selected, the website ask me to tell the county I lived on January 1 2019, but I was living in Mexico in that date, and there's not option of country.

You would be a part-year resident and choose the county you lived in when you where staying in Indiana.