I don’t know…. Probably not a good idea to make a game about escaping a certain country in the real world. For your second idea, just make up a country that’s the same.
I believe you should be fine, but I do agree with @xXTheRealCamelXx on that you should use a fictional country that represents North Korea instead of North Korea itself. There may also be the possibility that North Korea is copyrighted or something, but I’m not sure. You could also do something like “Escape the Evil Dictator.”
I also agree with @xXTheRealCamelXx. You can make a fictional country that represents North Korea, but you can also do a fictional landscape to put it on a map, in case you want to draw a map of the country. The Ace Combat series does this by having a fictional world called “Strangereal” which is based on and similar to Earth, but with fictional countries similar to our own. An example of this in the Ace Combat universe, is having a country based on the US being called “Osea”. You can also do the same, or having the country not be named at all and refer to it instead as “The Empire” or “The Evil Empire”.