The sort order of Counties is determined by the Python code so you would need to create a custom module to change it.

What might work instead is to HIDE some of the Countries you don't want to see.

You would first create a new custom field to indicate if a Country is hidden or not:

Then add this field to the Form View of Countries:

This gives the user a way to hide Countries:

Then you change the definition of the Contact Form View to leverage this field and hide any Counties from the list:

The user sees something like this: