How can I change the country subdomain to be based country code, not country slug(name) as it is currently

Change slugs to codes.

where to change that

Country settings

Hello there

Try to follow these steps to switch the country subdomain from using a country name to a country code I hope these will helpful for you 

In order to show the new subdomains based on country codes; update your DNS records.
To take into account the new subdomain structure; update the settings on your web server. Changing rewrite rules setups may be necessary for this.
Update the logic to use country codes in place of names if your program requires them for sending .
Verify that your application works as planned and that the new subdomain resolve correctly.

You just need to change slugs.
Slug is used in URLs as unique meaningful shortcut.