I do exactly that for 6 meters vs. HF. I have a Miscellaneous Alerts file using the wildcard matching symbol "%"
Since I want to know if 6m is open for virtually any DX, I use a lot of single letter matching, for example:
8% Barbados and Maldive Islands etc.
9% covers 9A and 9N as well as others like 9Y and 9Z
J% covers Japan and J68
C% covers Cuba, Chile , Bahamas. Etc.
D% covers Germany and Cape Verde and Philipines etc
G% covers UK etc
P% covers Brazil, Brazil, Netherlands
S% covers Croatia, Sweden, Poland, Western Sahara
KH% for Hawaii and Pacific
KL% for Alaska (still needed on 6m)
Z% Albania, New Zealand, Gibraltar, etc
These can be placed in a text file, single line separated by commas and imported with one button press:
C%,D%,G% and so on
The goal was to be alerted by every area except USA and Canada if heard on 6 meters.
Use on HF to test your filter entries, then keep off (uncheck enable in miscellaneous filters). When you want 6m alerts for any DX, just check the enable box.