In my opinion, the City, County, State, Country format is completely inadequate and often is just really wrong. I therefore do not consider myself bound by it. I think the standard place name format is in need of a complete do-over. It’s never going to happen, but that doesn’t mean it’s not desperately needed.
But in partial answer to your question, when there is no city the most conventional format is County, State, Country with no leading comma to indicate the missing city.
I have many cases where I have a city but no county. This can arise because some cities are independent of any counties. This is especially common in Virginia, but it can happen in other states as well. For example, Richmond, Virginia, United States makes it look like it’s Richmond County and there is no city, but in fact Richmond is the city and there really is no county. But do you really want to enter the place as Richmond, , Virginia, United States with the extra comma indicating the absence of a county? I call this the “counting commas” solution to the problem, and I totally reject anything that involves counting commas. The standard way of solving this particular problem is Richmond (city), Virginia, United States but I think that looks really ugly in reports so I don’t do it that way.
A city without a county can also arise because some cities span multiple counties and I only know the city and I don’t know the county. For example, I may only know that an event occurred in Atlanta, Georgia, United States. It’s not correct convert that to Atlanta, Fulton, Georgia, United States just because Fulton County is one of the counties which are spanned by the city of Atlanta. You really need to know the county before you enter a county.
A city without a county can also arise for example because some Canadian provinces have counties and some Canadian provinces don’t have counties. Which raises the larger issue that the City, County, State, Country scheme is very American and often does not translate well at all to other countries. There can be all kind of other political subdivisions that are important to record and which can’t be recorded properly under the City, County, State, Country scheme.
As for me, I always include the word County in any place names which include a county, e.g., Atlanta, Fulton County, Georgia. This lets me enter just Atlanta, Georgia if I don’t know that county because Atlanta is clearly not a county because it doesn’t include the word County. Similarly, I include such things as Township and Townlands (in Ireland) and Duchy or whatever name as part of the place name, e.g., West Deer Township, Allegheny County, Pennsylvania. Doing so pretty much solves the problem of whether Atlanta is a city or county in the place name of Atlanta, Georgia. It doesn’t say Atlanta County, Georgia (which doesn’t exist anyway), so it’s a city rather than a county.
I don’t enter a country for American place names because entering United States or USA over and over and over and over again makes no sense for reports. I think I might need to look at RM’s abbreviated place names feature as a possible workaround for this problem.
In the case of the area around New York City, I am as clueless as everybody else as to how place names should be entered.
I should hasten to add that I frequently run afoul of the Place Name Standard police. So violate the Place Name Standard at your own peril, even if it’s a totally inadequate standard that’s often just really wrong.