About the use of VPN with international guests.
Each My Disney Experience account has some metadata on it that's basically stuck to it.
For example, my personal MDE account has some region and countryCodeDetected metadata with value "US". These are most likely assigned at time of account creation.
View attachment 794926
And fyi I am currently in Banff, Alberta, Canada for vacation, yet the app knows that my account is US-based. I created a new dummy account and the properties above were assigned "CA" which sorta confirms my theory.
You can also add an (optional) home address to your MDE account, but not sure if this overrides these metadata values in your account.
So going back, the new lightning lane reservation system may use a combination of your MDE account's region metatdata, current geo-location, etc. Thus VPN might not work as some hoped for..