The reported GEO-location of any IP address can certainly be "incorrect" - in that it's not actually reporting the true GEO-location of the machine that the IP is assigned to.
What "support" is telling you does hold up...
Yes, when I go to dnschecker.org/#A/... with one of my domains it says so.
Actually, no it doesn't. Whilst the IP address that your domain points to is in the same IP block as the "USA-Arizona Data Center", it is pointing to a different IP address. And this IP address does appear to be pointing to Amsterdam. (They no doubt have many IP addresses pointing to the Amsterdam Data Center - depending on the number of servers they have - and these could be distributed across any of the IP blocks that they manage. This is entirely up to them.)
Doing a traceroute on this IP address reports [end-point redacted]the following: [end-point redacted]
:
10 15 ms 15 ms 15 ms if-ae-14-2.tcore2.av2-amsterdam.as6453.net [80.231.131.161]
11 21 ms 16 ms 17 ms if-ae-11-2.tcore1.ad1-amsterdam.as6453.net [80.231.152.26]
12 15 ms 15 ms 15 ms if-ae-6-2.thar1.hnn-haarlem.as6453.net [80.231.205.5]
13 14 ms 15 ms 14 ms 195.219.162.41 <- "Netherlands"
14 24 ms 14 ms 15 ms 205.147.94.171
15 22 ms 22 ms 21 ms <HOSTNAME-REDACTED> [<IP-REDACTED>]
Whereas, the published IP address of the "USA-Arizona Data Center" (in the same IP block) does suggest Arizona:
:
14 130 ms 130 ms 129 ms be2927.ccr21.elp01.atlas.cogentco.com [154.54.29.222]
15 138 ms 138 ms 138 ms be2929.ccr31.phx01.atlas.cogentco.com [154.54.42.65]
16 132 ms 131 ms 131 ms be3407.rcr21.b023003-0.phx01.atlas.cogentco.com [154.54.28.142]
17 138 ms 139 ms 139 ms 38.142.106.98
18 138 ms 138 ms 137 ms az1-ls1.a2hosting.com [68.66.224.6]
Recently a problem in their american servers took down my websites which I thought shouldn't be possible.
It's not clear why that would be. Your DNS appears to be handled by Cloudflare and everything else appears to be pointing to your "Amsterdam" server?