Diablo immortal

cant change my server from north America to Europe its shows me that message ( only servers in the same locale can be selected )

That’s correct.

You can migrate a hero from an EU server to another EU server, or a US server to another US server, but you can’t go from an EU server to a US server, or vice versa.

No, from the Europe region to the Europe region is also not possible if different languages ​​are selected.
even given the same timezone(UTC+2)

Blizzard fix it !!