Don't worry friend
I think you did everything right

Humble Bundle notifications do not reflect the actual region locks that your key has. People get a list of countries even if they receive ROW keys. As long as you're not in one of the regions that normally receive locked keys, the notification should be read as "these countries receive a region locked key or don't receive the game at all" and not as "your key is region locked and cannot be activated in these countries".
That's why I always aim to list on the corresponding bundle threads the real region locks and not what Humble Bundle claims.