I cannot connect my card to Apple Pay

Sorry, but if your banking institution does not support Apple Pay, there is nothing you can do.

Changing the region will only help, if you have a credit card supported by a bank from that new region.

Countries and regions that support Apple Pay - Apple Support

Change your Apple ID country or region - Apple Support

Then you should contact your banking institute and see, if they have to set something up first on their side before you can add it to the wallet app.