Yes you are still region locked. The region is set on your Square Enix account. Your Final Fantasy XIV account(s) are service accounts underneath that account so bound to the region of the actual account. It doesn't matter if you're legacy or not.

To check your region you can log into http://account.square-enix.com/ and then at the top left select Account and Account information. It'll ask for your date of birth and then it'll show your region.