Change region without losing Apple Music
How can I change regions without losing my subscription in Apple Music?
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This article describes how to change your country setting on everything using your Apple ID, and the requirements and results of doing this:
Change your Apple ID country or region - Apple Support
You have to cancel all subscriptions and let them expire fully. In doing so you will find this applies:
https://www.apple.com/legal/internet-services/itunes/us/terms.html you will find, "When your Paid Subscription to any Service ends, you will lose access to any functionality or Content of that Service that requires a Paid Subscription."