load(
/*
  local!users : This will cotain the result you are having for a specific country which you fetched by querying DB using queryEntity
  Also, here I am using local, you can use your CDT directly by declaring using type identifier
*/
local!users:{
  {username: "Clerian001" , firstName:"Andrea", lastName:"Clerici", country: "Cn", fullName:""},
  {username: "casalal001" , firstName:"Andrea", lastName:"Casalucci", country: "Cn", fullName:""},
  {username: "cattagi001" , firstName:"Giuseppe", lastName:"Cattaneo", country: "Cn", fullName:""}
},
local!userData:apply(rule!TEST_formUserData,local!users),
/*
    TEST_formUserData : This rule will give you the combined full name, Attached the code for it
*/
local!pagingInfo:a!pagingInfo(
                    startIndex:1,
                    batchSize:-1,
                    sort:a!sortInfo(
                      field:"fullName",
                      ascending:true
                    )
                  ),
/*field : This will be the one based on which you want to sort and show in dropdown*/

local!datasubset:todatasubset(local!userData,local!pagingInfo),
/*This datasubset will give you data sorted in full name the same as you are achieving using qury as per your post */

local!selectedUser,
a!formLayout(
  firstColumnContents:{
   a!dropdownField(
      label:"Select User",
      choiceLabels:index(local!datasubset.data,"fullName",{}),
      choiceValues:index(local!datasubset.data,"username",{}),
      value:local!selectedUser,
      saveInto:local!selectedUser,
      placeHolderLabel:"---Select User---"
    ),
  a!textField(label:"Selected User",value:local!selectedUser,readOnly:true)    
  }
)
)