So I did my own research and I reached the following conclusion:
They wanted to make it look as if they were in Iraq but they filmed it in Greece for obvious reasons.
Greece it's part of EU and it's relative safe so they filmed in Greece, specifically in Zakinthos island, Arahova and Lemnos.
Based on this link
Why did they called Uruk? I think because they wanted to make it as if they were in Iraq which has a place called Uruk.
Why do i say they tried to make as if they were in Iraq because i saw the Iraq flag in several scenes before the 11th episode. Or at least the flag that i identified as the Iraq one.
A fail was to think that Iraq and Greek language symbols are remotely similar xD. Anyway.
I still enjoyed so much this k-drama, going to keep looking at the flag just to confirm if it is the Afghanistan or the Iraq one because I am not really good at flags.