Dear Oscar,
Thank you for your reply.
I did what you said. However, when setting the geolocation rule (with cache support for the page), I get this message in WooCommerce:
!WooCommerce Price Based on Country: You enabled the Caching Support option of Price Based on Country. Set Default customer location to Geolocate!
Should I ignore this, or do I need to change/adjust something else? Let me know!