First of all, thanks a lot for the tremendous work!
While playing around with the library, my requests were failing with HereAPI respnding with error mentioned in the title.
Digging a bit deeper it seems that the parameter for excluding countries is supposed to be exclude[countries]=CZE, not exclude=CZE as generated by here-location-services-python.
By manually changing line 194 in routing_api.py from
params["exclude"] = ",".join(exclude) to params["exclude[countries]"] = ",".join(exclude) I am now getting the expected results.
I got the parameter specification from here (v8): https://developer.here.com/documentation/routing-api/dev_guide/topics/use-cases/exclude-countries.html