No you dont need to use vpn or socks on rdp, you can buy rdp in same region that the card is and use it like that. Some people use socks on rdp to avoid paying for new rdp all the time, buying socks is much cheaper then buying rdp per every transaction.
For youre second question it all depends on the merchant, but ideally youre card should be relatively in the same region of the drop and the rdp/socks should be from the same region as well.
Cheers !