Unable to set up ECG on Apple Watch series 7

If you're in a country that doesn't support the ECG app then it won't work;

For the ECG app to work on your watch the ECG app has to be approved by;

A. the government of the country in which the watch was bought and

B.the government of the country in which you residing.

Did you buy the devices and set them up in the US? If the original setup was in the US, I'm pretty sure it should even work when outside the US, even if you are temporarily outside the geographic confines of the US.

Was the watch and phone bought in the US?.

Are you physically located in the US?