I am from Ethiopia and purchased an iPhone 15 Pro Max. Unfortunately my country is not listed so I'm unable to complete my registration for the Apple ID thing. It is asking me for a billing address/phone which I don't have since I don't live in there.
What options exist for using the iPhone in a country that isn’t listed for Apple services?
Until such time as Apple opens official business in Ethiopia, you are going to be hard pressed to obtain services there.
The correct path forward is for you to get legal help and see if you can establish a valid presence or corporation in a country that is eligible for an Apple ID and have that entity register for service. You could then act as an officer of that entity or hire out help based on what makes the most sense for your budget and needs.
This allows you to not be in violation of iCloud and AppleID clauses like this:
You agree to provide accurate and complete information when you register with, and as you use, the Service (“Service Registration Data”), and you agree to update your Service Registration Data to keep it accurate and complete. Failure to provide accurate, current and complete Service Registration Data may result in the suspension and/or termination of your Account.
Apple collects information associated with your Apple ID to determine whether your device is eligible for certain legally required features and services, which are based on the country or region in which your device is located.
Lastly, make sure you get export control advice as you could be considered an exporter of software from your “business address” to Ethiopia when you use the services from that country.
I’m sorry you face more hurdles to use the device of your choice where you live. These setup conditions may be more costly and burdensome than you planned.
Don't worry about it, just lie. I know this sounds like bad advice, and it's not the advice a lawyer would give. But the truth is, Apple does not provide solutions for everyone's circumstances. They are just concerned with ensuring their EULA minimize their own liabilities as a company.
For example, I have an Apple ID for my US purchases, an Apple ID for my Japan purchases, and an Apple ID for my kids, so that they can have control of their own movie / tv show / app collection without parents' personal data (contacts, email, and all the other services under the iCloud umbrella) getting mixed in with their stuff. I have also made Apple IDs for work, when I needed to get apps installed on company Macs. There are many valid reasons why somebody may need to manage an Apple ID that either is not personally theirs, is registered for a country they no longer reside in, or is registered to an address not of their home.
This answer is intended to be the realistic and practical answer, not the "technically legally correct" one. Some people may take issue with that, but this is how real people in the real world have to navigate corporate policies that don't actually address their needs.
And put yourself in Apple's shoes - would you want to lose device sales to all potential customers in a country just because setting up an entire iTunes Store ecosystem in that region isn't feasible at this time? (Or whatever the reason...) No. You (as Apple) would rather the customers fudge their personal info enough that they can at least get an account set up and start using your products. Should a problem ever come up, your legal team has included verbiage in the contracts that enables you to maintain plausible deniability to say you never intended for customers to use your products/services in that way.
It's probable that Apple is within their legal right to suspend or terminate the account of any customer if they really want to. There just isn't an incentive for them to do so unless a customer is misusing their services in a way that harms Apple, other customers, etc.
Tech companies' legal policies surrounding digital services is very less-than-ideal and "one size fits all". It's not just Apple. Little consideration is given to the circumstances of customers who move abroad, seek access to multilingual content, need to manage the account of a young person, or happen to live in a region the company hasn't established a presence in.
Side note: Apple has taken some steps to improve the situation over the years, with initiatives such as Family Sharing and by offering movies with all the foreign language subs/dubs included regardless of the iTunes Store region it is sold in. The situation is better than it was in the past.
In your case it might be a good idea to pick the supported region closest to yours or at least one that has the iTunes content you want to purchase (if that matters to you), and getting "creative" with the address registration.
Note that for credit card billing of iTunes or other services you will need to have a bank account in the country of that store. If you have iTunes gift card credit or will only download free apps, credit card information should not be required.
You are not alone in this. Of course I don't have access to the stats, but a large portion of users must have registration info that is technically not correct or up-to-date. However, Apple is not going around booting customers from its platform based on address technicalities because... Apple is not stupid. They want your business.
All of that said, your biggest concern may be how you plan to get support for your product if you ever need it. That will vary from region to region. Maybe you can connect with other Ethiopian Apple users online and ask them how they manage. (Maybe start at r/Ethiopia?) I'm sorry that I can't offer any advice regarding your region specifically.
