@AlonTabak,
Geolocation lookups are done by the device/service in question, so nothing on the firewall would be causing an incorrect geolocation lookup at the service side of things unless you were sending them out via an IP that was geolocated improperly.
Google much like Microsoft uses their own geolocation databases in my experience, so while everything may be reporting back properly it can still be wrong on their own database. Unfortunately I've never found Google to be responsive unless you have a workspace account and can actually open a ticket and feed it up that way.
Just to verify in regards to your last post, there's nothing to really change on your end (short of being able to route the traffic via an IP that was properly recorded) that will fix a geolocation issue for another service.
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