What is the no kidding list of countries the iPhone XR A1984’s FDD LTE be used in?

A phone purchased direct from Apple, either online or in store, will normally be unlocked in the sense that it is not subsidy-locked to a specific network and it will accept a SIM from any network.

However, if you look at the compatibility list you linked your will see there are several regional variants to take account of different cellular band schemes around the world. In most cases a phone purchased in one region and operated on a SIM from its home region will roam successfully to other regions, because it will be free to find compatible bands from any of the visible networks.

Unfortunately you can’t be so certain about compatibility if you swap to a local SIM for a different region, because the frequency bands supported by a particular operator may not be supported by the foreign phone, and because you are not roaming you only get to use the local SIM supplier’s network. This could be a problem with the 1800/1900 MHz networks which don’t cross between US and rest of world. In 99% of cases you will get some kind of service but the phone may only be able to use limited bands or may get performance less than expected, but in a few cases a foreign region phone used on a local SIM may have to fall back to older 3G networks, or even get no service from the chosen network.

willmyphonework.net seems to support this claim for Thailand and China at least. However, when I went to purchase the phone at my local Apple Store, they warned me that the phone was only unlocked domestically and not internationally, meaning it wouldn’t work internationally beyond what was listed on the above Apple link. What is the real answer?

Seems you had the real answer and the manufacturer of the phone's advice was more accurate than a 3rd party's advice.

The website you used to validate Apple's information puts in writing that they can't know everything.