You can set the geographic location at creation time only.
After a dataset has been created, the location becomes immutable and can't be changed in the GCP Console, the classic BigQuery web UI, the command-line tool, or by calling the patch or update API methods.
BigQuery datasets are subject to the following limitations:
All tables referenced in a query must be stored in datasets in the same location.
When copying a table, the datasets containing the source table and destination table must reside in the same location.
Dataset names must be unique per project.
As you approach thousands of datasets in a project, classic UI performance begins to degrade, and listing datasets becomes slower.