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You could try moving the [Country Name] pill to the color shelf display the data in a single panel.
As for your question regarding the [Indicator Name], could you please clarify why you need to convert to measures? I'm asking because measures are usually used for quantitative data, and it seems like the names would be categorical (as they are currently displayed.) Here's a helpful guide to dimensions and measures in Tableau: Data Roles; Dimension vs. Measure
I believe the "split-up sub-measures" functionality you're referring to might be grouping? If so, here's a helpful guide on how to use groups in Tableau: http://kb.tableausoftware.com/articles/knowledgebase/use-ad-hoc-groups-categorize. Note that groups only apply to dimensions, not measures.
Hope this helps! Let me know if I've misinterpreted any of your questions.