The instances owners country, and I geuss They’re probably from a western country.
I think the biggest threat is is things outside their control since the sites could be seized or cloudflare refusing to work with them or something. But it’s possible to be completely fully anonymous like with Anna’s archive.
On a side note, South American, African, east European and parts of Asia couldn’t care less about copyright since the market prices are tailored toward north America, Europe , australia and part of asia.