Thank you for posting your query on Microsoft Q&A, from above description I could understand that you have created multiple connector for each location but unable to select any apart from connector group configured for Europe region.
Please do correct me if this is not the case by responding in the comments section.
I was able to research on this behavior and found as per connector groups doc:
Microsoft Entra Private Access does not support multi-geo connectors. The cloud service instances for your connector are chosen in the same region as your Microsoft Entra tenant (or the closest region to it) even if you have connectors installed in regions different from your default region.
Thanks,
Akshay Kaushik
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