Rowling originally asked the director to be British, but later changed her position, and there was no special restriction on the director from the third film (for example, the director of the third film was Mexican).
As for the shooting scene, the location of Hogwarts Castle was taken from a castle in Austria. Internally, the auditorium is a famous cathedral in London. I don't remember the name. The classroom is set in the classroom of Oxford University. As for the station, it is naturally the famous King's Cross Station in London.