Just tried here, sudo iw reg set CZ worked
osmc@osmc-pi3:~$ sudo iw reg set CZ
osmc@osmc-pi3:~$ sudo iw reg get
global
country CZ: DFS-ETSI
(2400 - 2483 @ 40), (N/A, 20), (N/A)
(5150 - 5250 @ 80), (N/A, 23), (N/A), NO-OUTDOOR, AUTO-BW
(5250 - 5350 @ 80), (N/A, 20), (0 ms), NO-OUTDOOR, DFS, AUTO-BW
(5470 - 5725 @ 160), (N/A, 26), (0 ms), DFS
(57000 - 66000 @ 2160), (N/A, 40), (N/A)