Hi there,
If the IP address is from another country, but not the one you selected, your VPN may be at fault. Close and restart your client, connect to several servers, and verify their location with the iplocation.net site. Report any variations to your VPN.
Alternatively
In the background that might be running at your workplace, your Antivirus/Firewall, or web browser. Try turning off these services and see if the IP address location changes back.
Note: This problem could also be because of an outdated database of that website