i dont think a vpn would change it, your device can detect where the location of your phone, which cell tower it is connected to etc, which means because your out of the country it was bought in, it cannot update.
Update, I,ve just received the September 1st update , so I guess my Hong Kong S23+ will get OTA updates........but just with a 5/6 week delay ! Which is fine.
Just realized, it doesn't matter what region your phone is ftom and what part of the world you live in. You get the updates on your phone when it's released ,,,, .....regardless.