Device Country is the country of origin set on the device by the end user. This information is gathered by the Device Data collector and represented in the Extended Variables gadget on the Transaction Details page as a two-character country code such as the “US”.
HTTP Country is the country that is specified in the HTTP header (of the browser). This is a setting that is in the browser when you view the source code for the web page. Usually this is specified by someone changing their language when viewing content within the browser. For example, the HTTP Country could be "en-US" or "vi-VN."
Device Location represents the physical location of the device.