if you have country id, you can join-in Country collection, and the expose the country code.
See attached List template: order-details-vat.json(you can import it to your datakick installation)
Regarding shipping costs -- this is stored on order level, so you can create list based on orders, and expose VAT information based on shipping price / shipping price without tax.
You can then combine these two lists in excel, and build your pivot table on top of it.