Hi Hari,
I've been experiencing the same issue. I was finally able to resolve it using SQ01 queries, and here is how:
Tables:
MARA->MVKE->TVKWZ->T001W->T005 This gives you the plants and country codes that are relevant for sales orgs. Final link to T005 by country.
In T005, you want to check field KALSM. If there's no tax procedure defined, then there won't be an error in MM02 either. So you want records where KALSM is populated.
That data model should be compared against MLAN to check for missing country codes...
This has been working fine for me, and I was able to identify where we needed to add MLAN entries.
There is an alternate table, TSTL you can link in and check as well, for tax categories. I'm not too certain about this one, but so far it has been consistent with the T005 as well. If there is no tax procedure in KALSM, then TSTL-TATYP also seems to be blank.
This took me a couple of years (on and off) to finally dig through, driven lately by necessity. I hope this is helpful and useful.
Cheers,
-Jeff.