Just call the field "Zip code" and make it mandatory.
No! Don't do that. Most of the world doesn't call it a Zip code and every country has different formats. I hate it when I get funnelled into a form using one country's terminology only. It's a Postcode in the UK and Australia (both different formats) and a PLZ here in Germany, for example.
"Which country do you live in?" seems to be easiest (I think "In which country..." is the grammatically correct version, but the former feels more clear).
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