No 5W-20, 5W-30, or 10W-30.
I suspect they don't carry these oils because there's no EPA/CAFE regulatory BS in your country.
The Shell Helix Ultra 5w-40 you've been using is an excellent full synthetic engine oil not available in the US. The closest thing we have from Shell is Rotella T synth 5W-40 which is a Group III (not a true synthetic) oil.
Do you have Quaker State? They have a European-Spec Group IV synthetic in xW-40 if I remember correctly.
What other weights do you have?