This is a tough question. It can be from any number of reasons.

Here is one possibility

Colombia has "Price Smart".  Price Smart is just like Costco and those two entities share some kind of history.  Maybe that's why Costco website is completely blocked from Colombia.

I don't know…

According to your error message, your server does not have permission to access Costco website.  So, possibly, Costco blocked your server from accessing their website.  Maybe Colombia government put a block for some reason.

Maybe Costco put a block on your area for some reason.

Try public WIFI and other internet access.  Maybe you will see same permission error no matter where you go (inside Colombia).

Maybe you live close to hackers and spammers that your server is blocked by Costco.

So many possibilities.

Good luck.