Apologies I have been away. Thank you to @lusp for the shipping zones postcodes.
This code appears to add Canary Islands to both front and backend. Testing still required but may help someone.
add_filter( 'woocommerce_countries', 'add_custom_country' );
function add_custom_country( $countries ) {
$new_countries = array(
'IC' => __( 'Canary Islands', 'woocommerce' ),
);
return array_merge( $countries, $new_countries );
}
add_filter( 'woocommerce_continents', 'add_custom_country_to_continents' );
function add_custom_country_to_continents( $continents ) {
$continents['EU']['countries'][] = 'IC';
return $continents;
}