Change region in URLs? UK country/region is not working

Sorry of this is a duplicate, seems this forum has a problem with editing posts…

I have added a place and seems to work fine, it shows on the map and all that.

But the URL for it is not what I would like, but I cant change it. The URL is of the format:
/venues/region/city/name/

But its showing the city as the region, e.g.
/venues/cardiff/cardiff/name/

What I would like is:
/venues/wales/cardiff/name/

I dont want the city showing twice. Where does this come from, as I cant see where to change it. Is it from Google? Perhaps Google refers to the region as Cardiff, and then the city as Cardiff.

So in the above URL wales is the country, but if I choose to add country, it shows it as /united-kingdom/ not /wales/.

But the UK country is made up of several countries (think of them as sub-countries) which are Wales, Scotland, England and Northern Ireland. I want these to show in the URLs. So someone could go to the /wales/ section and see all listings in Wales, then they can drill down to Cardiff say.

In fact, it would be great if we can counties in there too. So the ideal URL structure is:
/venues/wales/south-glamorgan/cardiff/name/

I did try using Categories, but it adds the category at the end of the URL, not the beginning.

Do you know how I can do that? It seems the URLs are auto-created, and thats not good, especially for SEO work, we would need to be able to control venue URLs.

Thanks