proton is always auto connecting me to New York USA on both my mac and iphone every time even though im located in germany.
You can set a default profile to connect where you want to
Go to Settings → General → Quick Connect and select the default profile. By default, it is on “Fastest” but you can make another profile and select it.
Are you using the free version or the paid one?
Read my comments in this post (and see full discussion):
https://www.reddit.com/r/ProtonVPN/comments/1cxae98/comment/l51j9y2/