Payment by zone fault

Hi all,

I am experimenting with shipping and payment method relation, but I got some faulty result. I try to explain what happen, I hope that my poor english is enough for understanding:
I use Zone based shipping, have defined geo zones for different shipping methods - 1st is shipping  by post COD, applicable only in country No.1, 2nd is shipping by post with payment by bank transfer in advance, appliable also only in country No.1, 3rd is shipping by post with payment by bank transfer in advance applicable only in country No.2 (with different shipping fees than method No.2) and 4th is local pick up with cash payment applicable in both countries. I am thinking about how to jump over the next step - checkout payment, because method of payment is based on method of shipping already. I have tried to define payment methods in payment extensions - COD is leaved as is and three new extensions (copied from COD, replaced all COD strings in relevant files i.e. templates, language files and controllers) named cash, bank and banksk (for secon country). In payment extension setting appear field with definition for which geo zone is this extension allowed. But, in checkout payment page is not appear any of payment method with other geo zone that "all zones" defined. I screw my head half of day testing every possible combination, but have not success. I guess there is something wrong in checkout_payment module or in my philosophy how to make dependencies between shipping and payment methods.. Help, please..

If you PM me with url and login details for your store admin, I will have a look at it.