@Anthony Kirit Apologies for the delay in response and all the inconvenience caused because of the issue.
To achieve this, a user-level proxy service would be required. e.g. you would run a proxy server in the US and point the web browser to use this proxy to connect to the Internet, or you can look into a cloud proxy service like e.g. zScaler (or others).
We have general guidance on proxy servers when it comes to traffic handling for the AVD traffic, but not specifically to end-user traffic :
https://learn.microsoft.com/en-us/azure/virtual-desktop/proxy-server-support
Hope it helps!!!
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