feat!: Geolocation setter for GDPR compliance

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regarding precedence:
I think if they explicitly call the setters, it makes sense to respect the latest called. I think if they pass region and host in the constructor at the same time, we should throw an error if they conflict.

Makes sense Tyler, thanks.
Will introduce the changes accordingly.

@tbischel, we decided to remove region and only have a data residency setter.
We removed the set_host as we don't want to expose the function right now #1073 (comment).
Can you please review the changes

minor nit with the print placement, but other than that LGTM

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