According to the number of interview you've already passed in that firm, I think saying that you have a preference for a specific country to work in is something that you can do. It'll then depends of the firm itself.

They would likely weight your motivation to work in a foreign country if you highlight the fact that, for personal matters, you'll be able to set up a lifestyle where you feel more comfortable and that this changes will be reflected in your work in a positive way. No need to mention the girlfriend as personal matters shouldn't interferes during job interview. Stay as professional as you can. Everything you should say about this issue should goes straight into work improvement.

If you are really confident about your chances to be hired, feel free to ask in a polite and diplomatic way. Moreover, It'll shows that you care about you're working environment.

Good luck !