I'm curious to hear from some that may have been there before on how you decide to improve your response times in other countries by either building a foreign data center or using a CDN service.
Agree with the other responses here, CDN first...its cheap and easy to implement vs another data centre.
You could go 2 levels of CDN - use Cloudflare which will act as a more general purpose or basic CDN and then if you have large static assets use a dedicated CDN service to host those.
Ultimately it depends if where the response time problem is being generated from - if the app itself is slow to respond then a CDN won't fix that and nor will having a local data centre as the problem is the time the app takes to spin up
Crappy DNS hosting will also contribute to latency - again moving to cloudflare will resolve this