Hello.
Thank you for using Apple Support Communities. It sounds like you'd like to know if it's possible to create a Family Sharing group with members in different countries or regions. If so, allow us to share some information with you. You'll want to check out the terms and conditions for Apple Media Services, which includes information for Family Sharing as well:
Legal - Apple Media Services - Apple
Scroll down to where it says "D. Family Sharing". It states the following: "All Family members must share the same Home Country."
We hope this information is useful. Cheers.