I think you're looking at this in the wrong way from many different angles.
- At the highest level, if the worst case scenario happens, your stocks might be worth nothing. So, no point worrying about that scenario. We're talking about a completely broken down law and order situation here. Watch the a zombie movie then a purge movie and finally hunger games and see if anyone in those movies was concerned about where their investments were being held.
- Remember that most money flows back to the house of "In god we trust" so....
At a regulatory level, worth looking at the individual brokerages and banks and seeing where your account / sub-account is. While opening an account with entity A, you might have filled up a few forms and might have actually opened multiple accounts in HK, UK, US etc.
The easy answer would be Broker A holds stocks Custodian B in country Z. But the real answer is in the forms that you signed and the fine print.
The more difficult answer - ask your broker or bank a few questions - who is the custodian for my stocks, where are they held, are they in individual accounts at the custodian or are they in a common name account (assigned to the broker).