Yes, it is possible to assign a Finnish phone number to an Office 365 user, even if the Office 365 location is set to Cyprus. However, when assigning a phone number to a user, make sure the phone number and the usage location of the user are of the same country/region. Here’s how you can do it:
https://learn.microsoft.com/en-us/microsoftteams/assign-change-or-remove-a-phone-number-for-a-user
Open the Microsoft Teams admin center and log in with a user that is a Global admin.
In the left navigation, click Voice > Phone numbers.
On the Phone numbers page, select an unassigned number in the list, and then click Edit.
In the Edit pane, under Assigned to, search for the user by display name or user name, and then click Assign.
As for the cost of calling to national numbers from that Finnish number using a domestic calling plan zone2, I couldn’t find specific information on this. The cost can vary depending on the specific calling plan and provider. It’s best to check with your service provider or Microsoft directly for the most accurate and up-to-date information.
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I hope this helps! If you have any more questions or need further clarification, feel free to ask. I’m here to help!