The country is called "Colombia".
"Columbia" is, variously, the name of: a US space shuttle, the capital of the US state of South Carolina, a variety of Cuban rumba, etc.
Sorrynotsorry, that's a pet peeve of mine

(much of my family is Colombian.)
The actor that played Escobar is indeed Brazilian. I am really only familiar with costeņo accents, but no, the actor's accent is not exactly a paisa one. I've only watched a bit of the show, but what I've watched was good.
OK, back to my pedantic's corner now!