Nothing is stopping them per se, but because of the long history of nuclear non-proliferation treaties, other countries have become quite good at spotting the signs of a new nuclear program being started. Uranium and Plutonium are very heavily and very strictly controlled, the equipment used to refine them is highly specialized and very easy to trace, and if they try to make it all at home we’ll see an enormous spike in their energy usage with no obvious reason and go investigating.
On top of that, should they manage to sneak under the radar and design a weapon, they have to test it and the major powers of the world are EXTREMELY good at detecting a nuclear detonation. You cannot hide them from both seismometers (detect the shaking) and satellites (detect the launches, explosions, and radiation).
For example, there was an earthquake in North Korea a few years back. Seismometers that detected it showed the source to be very shallow, far too shallow for a normal earthquake based on the geology of the region, and there was no follow-up quakes, so the only possible explanation for such a strong shake was nuclear testing.
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