you can do something like this

const data = [
{country: {cntryShortName:"USA"}},
{country: {cntryShortName:"USA"}},
{country: {cntryShortName:"CAN"}},
{country: {cntryShortName:"USA"}},
{country: {cntryShortName:"CAN"}},
{country: {cntryShortName:"CAN"}},
{country: {cntryShortName:"USA"}},
{country: {cntryShortName:"USA"}}
]

const order = ['USA', 'CAN']

const reorder = data.sort((a, b) => {
  return order.indexOf(a.country.cntryShortName) - order.indexOf(b.country.cntryShortName)

})

console.log(reorder)

I think you would most likely have to have a new object where you will push the data in after looping over the array. Something like:

let allData = {};

data.forEach(function (countryData) {
    if (allData[countryData.country.cntryShortName] !== undefined) {
        // Push the data into the array
        allData[countryData.country.cntryShortName].push(countryData);
    } else {
        // Initialize an empty array if the country key doesn't exist
        allData[countryData.country.cntryShortName] = [];
    }
});

You'll end up with something like this:

{
    "USA": [
        {
            "country": {
                "cntryShortName": "USA"
            }
        },
    ],
    "CAN": [
        {
            "country": {
                "cntryShortName": "CAN"
            }
        },
    ]
}

So now you will just be able to grab the country data using:

allData.USA
// or
allData.CAN

JavaScript (Node.js), 74 bytes

f=(a,g=e=>parseInt(e.country.cntryShortName,36))=>a.sort((a,b)=>g(a)-g(b))

Try it online!