Well in addition to having bought my apple watch series 4 and the paired iPhone in the US, I always keep all my devices set up to the US region, and my Apple ID is also a US account; the ECG setup worked just fine for me even though I was physically located in central Mexico near Mexico City when I did it (and the app still works fine anytime I wish to take another ECG). Nonetheless, several other people who purchased their watches in the US have reported to be able to set up and use ECG outside the US without ever needing to be in the US throughout the process, with their devices set to their own region outside the US, and even with a paired iPhone that was purchased outside the US. Some of those reports were posted in this very forum and you can search for those posts if you're curious.