No, you cannot change your region when you belong to Family Sharing. In addition, you may want to consider that changing your region to download an app that is not available to you is fraud. That may result in your account being disabled.
Additional steps that may be required to change your region are:
- Clearing your Apple Account balance
- Cancelling all subscriptions and waiting for them to expire or calling Apple to expire them sooner.
- Enter a false billing address
- Add a payment method from that region in order to use the new App Store.
Change your Apple Account country or region - Apple Support