Hello There,
Thanks for contacting WPML Support. I will try my best to assist you in this matter.
I checked the video you've shared and understood the issue. In order to determine what is mainly causing the issue, I selected "Canada" as the country and proceeded to test the links. I noticed that the links are now accurately directed and no longer return an error message. Please check this screenshot (hidden link) for a better understanding. Rest assured that the links are working as intended.
Since you've mentioned that object caching solves the issue, instead of disabling it completely, would you please flush the object caches and check if the issue still persists or not? If you're using any other caching plugins on your site, it is recommended to check by clearing the caches from those plugins as well. I hope it will help.
But, let me know if you need any further assistance in this matter. I will be happy to assist you.