welcome to the community and thanks for your question. As you said, you are on a free plan of Jira. Data residency is available for Standard, Premium, and Enterprise cloud subscriptions only. https://www.atlassian.com/software/data-residency
So this is likely the cause why you can not change.
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Sorry, I don't understand your question.
Data residency for chat is not ready anyway, so this can not be set to a specific location at the moment.
Nevertheless as mentioned in my first comment, you won't be able to switch anyways as you are on a free plan.
But you should be able to connect JSM to your preferred chat application.
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