I think Steam requires you to still be in the activating region to play any games not available in yours, so you’d have to maintain a subscription and connected in order to play them.
What region are you in, if you don’t mind me asking? Is buying from an alternate store possible? That would be easiest.
Otherwise, I believe NordVPN and ProtonVPN are two highly regarded providers.
Of course, if you want to pick a country and stay there, you can rent a virtual private server (VPS) for about ~£2.99 a month and follow a guide to set up your own VPN connection to that VPS - some technical nouse recommended. The downside is you don’t get to relocate (but you’d have to stay in the same region as activating the games anyway), the upside is you won’t have to battle for bandwidth; you’ll always get your connection’s max.