This worked best for me. What I did was I right-clicked the 'app' directory and chose 'New' >> 'Android Resource File'. After that I filled in the File Name with 'strings'. Chose 'XML' as my resource type and my Directory Name was 'values-b+za+ZA'.
This created everything as I wanted it to, however, values-b+za+ZA, still didn't show in the Android view but it shows in the Package view. (The views you choose from the top dropdown.)
The difference this time is that in the Package view I can still see my new 'strings.xml' file and in the Android view I van also see the new 'strings.xml' file.
I guess android studio doesn't show custom directories in the Android view but creates like some kind of link to the true directory when working with it. I am not familiar with Android Studio at all but this did work for me. If there are more professional answers please feel free to correct me.