Problem:
You have few transient instances of County. You want to save them as dependent objects of State. You might be add all County objects to your State object and then call save() for State, but there is problem with unique constraint.
Decision:
Save your Counties separately from State entity.
1. Check, that County with same name doesn't exist in DB. For example, you may use count for it.
Code:
select count(county.id) from County county
where county.name = 'County_name'
Count work fast and doesn't load any objects. If result value equals zero, then no County object with given name in database (it's new county).
2. Set reference to State into County instance and store them.