Cancel one DS-160 application before submitting a new one in a different country...

I have an active DS-160 application and late appointment in one country, do I need to cancel my application before I submit a new DS-160 and take appointment in another country. Is it a problem? Will it be considered fraud if I have 2 applications in 2 different countries?

Your application isn't "submitted" until you appear at the interview, so there's no need to cancel one DS-160 before using the other.

However, as of last year most people can only apply for a US visa in either their country of citizenship or the country of residence. Given you are talking about having interview appointments in multiple countries, do both meet those criteria? ie, are you either a citizen of both countries, or a citizen of one and a resident in the other? If not, you will most likely only be able to apply in one country.