Even with modern high-temp superconductors, it's a lot of expensive infrastructure, a lot of protective redundancy, and a lot of maintenance.
Which means lots of local jobs, which may not turn out so bad in the short term.
Maybe you could go from Tunisia to Europe, but supplying African countries seems more attainable.
It'd be nice if you could turn the energy into a gas like methane, pull CO2 out of the atmosphere in the process. Good for the atmosphere and you could transport gas over long distances.
Your idea of methane, if it could be done efficiently, seems more likely.
Being built in China here approx https://www.google.co.uk/maps/dir/Guquan,+Putuo,+Zhoushan,+C...
It's quite an impressive looking thing (vid) https://www.youtube.com/watch?v=VZ2KfrP_R3s