Hello there,
Usually, it should locate the nearest DC, have you created any priority list within the DC selection by Windows Hello?
By default, DC Locator does not consider any site that contains a read-only domain controller (RODC) when it determines the next closest site. In addition, when the client gets a response from a domain controller that runs a version earlier than Windows Server 2008, the DC Locator behavior is the same as when then the setting is not enabled.
DC locator process is a feature provided by Microsoft domain controller that provides your clients and servers the ability to contact the closest available domain controller within an AD Domain. DC Locator is an algorithm that runs over the Net Logon service on the client's computer.
Similar discussion here https://social.technet.microsoft.com/Forums/systemcenter/en-US/02328bd6-5f5b-4d26-9b7f-2edb42ef61b4/dc-locator-records-in-dns-and-priorities?forum=winserverDS
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