They were still region locked. Not the game itself, but the account and game codes. An EU game code dont' work on a NA account.
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As happened to Heavensward, you most likely need to buy a code of same region you used to activate the main account.
About server selection, the limitation has been lift ages ago and you can choose the datacenter you want, regardless the account's region.
About promotional codes, so far they works only on the specific region they were made for.
It still baffles me how SE thinks Australia and NZ is in Europe.
If what you are saying is, your game was an EU region base game and somehow you managed to add a game code from NA (HeavensWard NA?) and it worked then maybe you need to talk to support as it may be a bug or something. If you are referring to a bonus codes from a JP soundtrack/NA minion or any bonus item codes, those are not region locked. But the game itself, base game + expansions or even time-cards are LOCKED.
Except sometimes, when those might also be locked, like with the various promotions that provided maid/butler outfits for people in their respective regions (or were supposed to provide them if the whole project didn't turn into such a mess when they got to the EU ones).
But yes, game region has to match the region of your Square-Enix account.
With the weaker pound that means stuff you buy with Sterling will be more expensive. Due to tax treaties digital stuff from the USA is treated at the tax rate from your country of origin so for the UK that's 20% VAT too. This could potentially be more expensive if you are buying from the UK with Sterling. I'm not sure if they sell from Canada and what their tax arrangements are with the UK.
If it's a physical product then you also have import duties, if you get caught. SE being a responsible company would likely tell the truth on the customs form.
The region dictates the billing currency I think.