Hi @xenikakis,
The free version of DHL Express Live Rates plugin use the Global shipping method. It means that once this checkbox is ticked in the plugin settings:
https://monosnap.com/file/h3Na9JQrrb0vdSp8uE9xrVvmLkEsNp
the DHL Express Live Rates are automatically activated for all the shipping zones you have configured in your shop. There is no need to add the DHL Express Live Rates shipping methods within each shipping zone the standard way you described.
Nevertheless, if you want to add DHL Express shipping methods the standard way for each shipping zone, it is possible with the plugin’s PRO version. However, since this forum is dedicated only to the free version, according to the ToS, we are not supposed to discuss the PRO features here.
If you want to learn more about the PRO version and its features please contact us directly via contact form at https://octolize.com/support/.
Kind regards,
Luke