First of all, I wasn't exactly sure what you meant by "user is required to fill in at least 5 select boxes". Judging from the image, I assumed they were optional.
Maybe simply separating each select box on a new row would make it
less daunting? However it will take up alot more vertical space and
the user could be exporting 10 different people or ...
If your business requires those fields as mandatory there are few things you can do. Maybe you can work to simplify the cognitive effort for the user. I tried a quick'n'dirty sketch. To me there is no need to put a title for each combo box. I would just put a combo box with the first line in it as explanatory.
I agree with you that options 2 and 3 are not the best. But I see some drawbacks in the option one that knowing them can help you find a workaround:
The icons are very small, it's difficult to perceive them
The text is too small and cannot be seen clearly
The icons are too close together to select
The already selected icon is not seen as such (Clubbing)
The “Delete” buttons need labels, so that the user who cannot see the locations knows what each button would delete.
Clicking the “Add new country” button inserts content into the page above the button. A blind user might not know that anything was inserted. So you would need to do something with the focus or a live region to ensure that the user is informed....
I think you are close to two good options; in both options, you'll want to remove the "Delete" button next to the first dropdown (allowing the user to delete additional dropdowns, but not the first one.) You say that language isn't important, but you might want the Add button to be more like "Add additional country".
The version on the ...
This indeed is not good UX. Your solution would somewhat reduce at least one problem (searching in the huge list of attributes to find the one you want to unselect). In addition this could be difficult if used on mobile devices (if that's the case).
But the problem starts earlier. To pick 10 attributes out of 70 you would have to remember all the 70 ...