I would like to know if we can setup private link between Azure DB located in China and Azure private cloud Auth0 tenant located in Japan. Referring to this document , it mentions that it has to be same region, so crosschecking here: Private Cloud on Azure
Thank you for posting your question. You are correct, the DB and Private Cloud must be in the same region as stated here:
The underlying service can be an Azure-native service or a service running in a data center and must be in an Azure Virtual Network in the same Azure region as your Private Cloud deployment.