It is hard to say, actually there are not official list of such countries. But I can write you a list of countries where live a lot of people with both African and Asian genes:
USA, Puerto Rico, the United Kingdom, Jamaica, India, Trinidad and Tobago, Guyana, Nigeria, South Africa, Kenya, Réunion, Suriname and Madagascar. Probably there are much more. Afro-Asian is more about the people than countries.