Failed to Save shipping zone

I am experimenting with a localWP setup.
I have tried to add shipping directly through the product page as well as in the Shipping Zones settings. Perhaps it has to do with not going through the Onboarding and adding an address and country.
Console code:
load-scripts.php?c=0&load%5Bchunk_0%5D=jquery-core,jquery-migrate,utils,moxiejs,plupload&ver=6.8.3:5 JQMIGRATE: Migrate is installed, version 3.4.1
shipping-C982iKYx.js?ver=1.1.5:1 Error saving shipping zone:
Object
(anonymous) @ shipping-C982iKYx.js?ver=1.1.5:1
See screenshot for additional error codes.

Settings up the Store settings now. Then testing it again. Nope that did not help
Error

Failed to save shipping zone