In this answer from May 2022, the user ignoramous quoted a blog post by Kurt (written in Dec 2020) saying that the outbound transfer is charged at edge, not where the VMs are located.
Perfect! Thank you very much for the clarification!
Just one last question, is there any way to “disable” the use of proxys if I want to pay for cheaper traffic or don’t mind the higher response times (delay)?
It’s not well documented but there are some regions (like iad) that let you assign a regional IP to the app. fly ips allocate-v4 --region iad, for example. Since we only announce those IPs in iad, traffic there should never hit another region.
If you run another app in another region that uses that IP it will still have the cross region data fee, though.