Issue
You want to set a field such as "Country" to be required on a list import.
Solution
You cannot require a field to be included on a list import. To see any leads imported recently with blank values you can setup a Smart List with a subscription
- Filters -- Lead was created Source Type - Import
- [Field you are wanting to watch] is Empty
You could setup a daily subscription to get the leads who qualify and then correct those leads as needed.