In Application Insights, the client_CountryOrRegion always shows "United States" although everything is in Singapore (Resource Group, App Services, Application Insights). I check the App Service Inbound and Outbound IPs, everything is in Singapore
How can I config client_CountryOrRegion to Singapore or the place where my App Services is hosted? Given I am running .Net 5 application.

As Peter said It is the location of the client, not of the server. It is an indicator where requests come from.
By default, IP addresses are temporarily collected but not stored in Application Insights. The basic process is as follows:
When telemetry is sent to Azure, Application Insights uses the IP address to do a geolocation lookup by using GeoLite2 from MaxMind.
Application Insights uses the results of this lookup to populate the fields
client_City,client_StateOrProvince, andclient_CountryOrRegion. The address is then discarded, and0.0.0.0is written to theclient_IPfield.The telemetry types are:
X-Forwarded-Foris set.You can configure the
ClientIpHeaderTelemetryInitializerto take the IP address from a different header. In some systems, for example, it is moved by a proxy, load balancer, or CDN toX-Originating-IP. Learn more.