Hi Marc! I'm Steve, an Independent Advisor and a Windows user like you. I'm happy to help with your query.
I've seen this before and it's very frustrating! However unfortunately there's nothing you can change within Windows that will help with this. When you browse to sites such as Amazon they do a lookup on the Public IP address you're connecting from and serve you content based on the geolocation that's returned for your IP address (and not your actual location).
As the Public IP address is provided to your router by your ISP this is something they would need to resolve for you, as the address you're being issued is from a block of their addresses that's registered/geolocated in Canada.
My advice would be to persist with AT&T, try to get in contact with someone there in more of a tech support role rather than their customer service team as they are more likely to understand the issue!
Please let me know if I can be of any further assistance!