Following from the Union Flag thread and this quote in particular:
What is the sovereign status of Commonwealth countries? For example is Canada a sovereign state and if yes then how since their head of state is the British Monarch and their highest court is the Privy Council?You can still be a country without being a sovereign state. It isn't as clear cut as either just borders or where you are governed from. Hence why Scotland can be a country, but still dependent on the UK parliament, Government, but the Isle of Man separate from the UK and not part of the EU, but dependent on the Crown, yet not be a country.