Tax settings dependent on shipping settings with no warning
Just learned a lesson the hard way.
If you delete a country from shipping page, then re-add it, the tax rate for that country will be reset to 0.
This is because if you delete a country from shipping, it deletes the tax rate. Tax rates are dependent on shipping to the country.
This is a pretty dangerous workflow and would strongly suggest that Shopify include a warning 'When you delete this country, all associated tax rates will also be deleted'.