add_action( 'woocommerce_after_shipping_rate', 'blm_action_after_shipping_rate', 20, 2 );

function blm_action_after_shipping_rate ( $method, $index ) {
    if( is_cart() ) {
        return; // Exit on cart page
    }

    // Use $method->method_id in here to check delivery option

}

add_action( 'woocommerce_after_shipping_rate', 'blm_action_after_shipping_rate', 20, 2 );
function blm_action_after_shipping_rate ( $method, $index ) {
    if( is_cart() ) {
        return; // Exit on cart page
    }

    $shipping_country = WC()->customer->get_shipping_country();
    $shipping_state   = WC()->customer->get_shipping_state();

    // Testing output
    echo '<br><small>Country code:' . $shipping_country . ' | State code: ' . $shipping_state . '</small>';
}