"I like to sing the National Anthem of Tanzania"
Translation:Ninapenda kuimba wimbo wa Taifa wa Tanzania
I would say no, because the "of Tanzania" part is associated with the song ("wimbo") rather than the nation. In other words, the "National Anthem of Tanzania" is the song of the nation and the song of Tanzania, rather than the song of [the nation of Tanzania].
I think you could also argue that "wa Tanzania" is associated with the phrase "wimbo wa Taifa," and that the phrase takes "wa" for association because the primary noun, wimbo, is U/N class.