Unfortunately this is a simple select field (Parent Company) and you can not apply additional filter (like company group).
This can be done only writing a custom module and this will not be a very easy task.
I suggest to open another TAB in your browser, open companies and filter by country and parent company. This will give you the list. Find the company you want (remember the name), switch to another TAB where you edit another company and start typing the company name in Parent Company field - it will autocomplete.
Make sure that filter for Country in Companies recordset is enabled:
and here is your filter:
