If national team(or u21) has no valid team then challenge button will dissapear and you cannot change country. In those kind of situations you have to use address bar to type in correct u21 national team ID for the site to appear correctly.
Your U21 national team link will appear like this:
https://www.managerzone.com/?p=national_team_challenges&type=u21
Estonia u21 does not have valid ID too so I add "&cid=" and team id number which has valid u21 team. Example u21 argentina "&cid=240"
So full link would be:
https://www.managerzone.com/?p=national_team_challenges&type=u21&cid=240
How to know u21 team IDs? go to Community→u21 national teams→change country from dropdown list and check address bar. It will give same "&cid=240".