My hunch is your configuration on your devices do not match up with what the service provider’s server expects, or the service provider’s service is unreliable. check with the service provider for help and match that up with what it says in the DEVONthink Manual for setting up WebDav.
Re your concern about location of Dropbox international servers. Perhaps contact them as my hunch again they are familiar with the legal words you say. Also remember that the data on the servers, including WebDav, are not DEVONthink databases but encrypted sync data readable only by DEVONthink.