neighboring countries or neighboring states which one is more natural? and I want say "peace in the neighboring countries is menaced by North korea" this is correct sentense? 用 英語 (英國) 要怎麼說？

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Neighboring countries sound more natural.

The word state carries the meaning of country too but it sounds more formal.
It was more used to refer to countries in the past. Modern days we use the word country more.