We ran into a similar issue. I would recommend creating a custom SQL query in the WebI which uses a Cross Join so that you get all the possible Year and Country Name combinations. Merge your data sets together in WebI and make sure that you pull your custom query dimensions into your table not from you query that brings in the Value. This will add a row with 2001 and EFG although there will be no Value. This will then carry over to the Xcelsius.
Thanks for the help Mitchell. I will try it out and update.
When you say Merge data sets you mean create two queries one with cross join and other with out cross join and make a combined query?
could mean multiple things. I actually meant Merge Dimensions. Merge your Year and Country Name dimensions. Just make sure when you pull the dimension into the report the the Year and Country Name dimensions are the ones associated with the custom query.