In which country is it better to organize a proxy server?

Question

ubuntu

Hello, recently more and more sites are blocked by Roskomnadzor.
There are services that provide a free proxy, but I'm not sure about their reliability, because. I will send important information.
How to properly configure your proxy?
In theory, you can buy the simplest hosting in a European country, for example, on digital ocean, roll ubuntu there and set up a proxy?!
Are there any pitfalls?
In which country is it better to buy hosting? Because different countries have a different list of blocked sites.

Answer 1

Afghanistan. arguments needed?

Answer 2

ds does not block anything, you can also take ru vds
scaleway.com/pricing/ vds to arm cheap
https://github.com/StreisandEffect/streisand/blob/...

Answer 3

There are no pitfalls.
Take in the USA, for example.