Depending on the region of the end-user account you are accessing, you will have to provide the region as an extension in the connection configuration. No matter whether you created your OAUth app in the EU or US, if you want to obtain the credentials of a user with an EU account, you will have to call: nango.auth('zoho-books', '1', {params: { extension: 'eu' }}). You can find all the available extensions here.
You can make your OAuth app cross-data-centers with these instructions. This means that a single OAuth app will be able to query the Zoho API for Zoho accounts from the US, EU, etc.