Display a dropdown list or populate a cell with single value based on other cells' values

I'm using data validation and in cell CG4, what I would like to happen is:

1 - If cell AF4 is "Individuals", then the user cannot do anything in cell CG4.
2 - If Cell AX4 is "US" then populate cell CG4 with "United States".
3 - If cell AX4 has a non-null value that is not "US", then cell CG4 should display a dropdown list where a country can be chosen.

I've tried numerous things, but to show you my base starting point, here's the data validation formula i'm using that doesn't work:

=IF(AF4="Individuals","",IF(AX4="US","United States",Sheet2!$F$2:$F$234))

Sheet 2 contains the list of countries for the third scenario.

Thank you for your help. Since posting, I began using this formula, which seems to accomplish the same thing:

=IF(AF4="Individuals","",IF(AX4="US",Sheet2!$F$223,Sheet2!$F$2:$F$234))

My issue is if AX4 is "US", I want CG4 to automatically be populated with "United States" so the user doesn't have to click the dropdown list to manually select United States. Your way and mine results in United States being the only option when AX4 is US, but I want that automatically displayed.

Thanks, Jerry. That makes sense and since I don't think folks will change the value in colum AX4, this should work nicely. Thanks again!