drop down list - Hierarchical multi-state tree check box selection

I'm searching for a good/alternative solution to handle multi-state selections in a check box tree. A normal check box tree is mostly doable, because it has three different states.

It might not be the best solution, but most of our users know how to use it. My biggest issue is, what happens if the parent nodes themselves are selectable items? Assume the tree is a company site structure having world regions as nodes and countries as leafs. The customer should be able to select a world region and also be able to select a country. All selected items will be shown in a report later.

What would something like this look like?

Does it make sense to show the node with double check boxes or with color indicators? Or may be using something like miller columns?

Does anybody have a solution for this problem they've seen before or have a suggestion for a much smarter solution?