Advice on location lists (Country, Region, City)

I have an app that allows users to add a list of locations. I have a database thing for all the countries, another for all the regions per country, and another for all the cities in the world that link to each region and country. I don’t use option sets for this data since the lists are quite long. -counties around 255 items and then it goes in thousands for states/regions and then tens of thousands for cities. Via a repeating group I allow users to select a country and then I populate the states or regions and then after selection, I look up all the cities. Or one could just type in a city and I look it up and reverse back out to the country. It works okay. My question is would be be more efficient to use something like https://restcountries.com/ to do an API call to get this info rather than a local db lookup? Any other tips and tricks for handling location data/things where users need to choose counties and cities and save them?