Can you share your domain and any URLs where this is happening? It’s very likely to be something on your origin and not Cloudflare related, but folks here would be happy to take a look if you can share more info.
AND instead of OR in this case, because you’re using a negated condition (Operator)
If you were using e.g.
Action ALLOW if:
Country equals Japan
OR
Country equals United States
That would work too