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Might be, might not. I suppose if you play with a Huge DB, there is more of a chance. But if the players are good enough they will be in the game. But no, don't load all players! The only time I would argue this is acceptable is if you are planning on running the Swiss Leagues with FC Vaduz (most of there Leichtenstein players do not appear otherwise)
Also, if you want to be the Iranian manager and play LLM style you will need to start as a Lower LEAGUE club manager then when the Iranian job comes up put your CV in and see what happens....
Otherwise, you're not playing LLM and you're not welcome to post here. Harsh? Yes. But that's what the guideline says.
Unless you can run a large or huge database on your system, I would recommend loading all players from any nationality that you might want to manage, as long as that country is not one of the big powers.
For example, it makes sense to load all players from the USA or at least add the MLS as an active league, because otherwise there are not enough active American players to really make it a good experience after a few seasons. But, since there is no Iranian league that you can load, you might as well load all Iranian players.
Having read in many update threads that people have been offered the Iraq job I do not see it being a problem getting the Iran job if the game is loaded up correctly. I suggest you seek out these treads by doing a search and load up your game with similar leagues and a similar database size.
My guess would be no. On the other hand I would doubt anyone's tried it. Why don't you do a trial of each, and see what the Iranian team consists of. If it's full of greys in both cases, you may have to load Iranian players. Good Luck.