yes, both logs and metrics are stored in US.
it’s not possible to change the region, or to disable the log sink. you can instead stop sending logs to the machine’s stdout, and send them somewhere else (for instance via HTTP in your own app, or with a sidecar such as https://vector.dev/).
I can’t commit to an answer regarding change of locations, but the most likely answer is that we would not move existing logs/metrics outside US, but rather add alternate locations (chosen by the user).
as for the fly-proxy question, in the general case request logs are not stored. when you request logs to be stored for platform debugging, generally via Support, these would be stored in the same location as other app logs (but visible only to Fly.io staff), with similar retention to app logs.