Linux would be best for reliability. Nothing’s better than untimely windows updates. Also, less power usage. If you do decide to go with Linux you should look into running jellyfin via docker. Makes it super portable and best of all makes it simple to run other docker services from the same machine (nextcloud, trillium, pihole).
You can set up duckdns for free domain names (with a docker service for dynamic IP) and use nginx as a reverse proxy to all your services (if you plan on streaming outside your house)
How are they doing this though? They just black list any traffic coming from all VPNs they know about?
What if someone in the US were to use a VPN?
Or are they getting location data from the phone itself?