This is a common cop-out and is not specified in the laws whatsoever. If they are slimy enough to require proof (instead of just being good data processors and

This is a common cop-out and is not specified in the laws whatsoever. If they are slimy enough to require proof (instead of just being good data processors and honoring the request anyway) tell them they should check your IP's location if they really want proof, and that if they do not comply you'll open a complaints case against them with the relevant authority for the country in which you reside.