SEA Region Support

[brainlie]

This issue is for a: (mark with an x)

- [ ] bug report -> please search issues before submitting
- [ ] feature request
- [x] documentation issue or request
- [ ] regression (a behavior that used to work and stopped in a new release)

Mention any other details that might be useful

Hi, I have successfully set up my RAG on the eastus server and It is working well. I was wondering if I could set it up on the southeastasia server instead as I am from Singapore. However, the OpenAI Location does not support southeastasia, would the resources being in different locations affect the latency of the RAG? Is there any way around this? Thanks