You just cannot use *any further brackets*
in a subquery that is used in the FROM
clause.

Why? Because even though you wrote it
out surrounding the subquery in parenthesis,
Access wants to change it to form that actually
surrounds with brackets and ends in a period.
And within that bracketed subquery, it chokes
on any further brackets....

that precludes using an inner subquery in a FROM
clause WITHIN an outer subquery used in a FROM
clause...

One possible solution (assuming "TableName"
does not contain space(s) so does not need
bracketing)....

you will need to save the "inner" as a query
(say "qryInner")

SELECT
R.CountryID,
R.DataYear,
R.Output
FROM
TableName as X
INNER JOIN
TableName as R
ON X.ID=R.ID
WHERE R.Output Is Not Null;

SELECT
Q.CountryID,
Q.Output,
Q.DataYear
FROM
TableName AS Q
INNER JOIN
[SELECT
CountryID,
Max(DataYear) As S
FROM qryInner
GROUP BY
CountryID]. AS T
ON
(Q.DataYear = T.S)
AND
(Q.[CountryID]=T.[CountryID]);

------------
or "qryMaxDataYear"

SELECT
R.CountryID,
Max(R.DataYear) As S,
FROM
TableName as X
INNER JOIN
TableName as R
ON X.ID=R.ID
WHERE R.Output Is Not Null
GROUP BY
R.CountryID;

SELECT
Q.CountryID,
Q.Output,
Q.DataYear
FROM
TableName AS Q
INNER JOIN
qryMaxDataYear As T
ON
(Q.DataYear = T.S)
AND
(Q.[CountryID]=T.[CountryID]);

-----------
or
(I don't know your data
so this may be inappropriate,
but it looks like you are "saying"):

SELECT
Q.CountryID,
Q.Output,
Q.DataYear
FROM
TableName AS Q
WHERE
Q.DataYear =
(SELECT
Max(t.DataYear)
FROM
TableName As t
WHERE
t.CountryID = Q.CountryID);