I am trying to change my iPhone location to a different state or country but still shows my current location. Please help!
In the 360 app, tap on Privacy on the main interface. Then tap on the box at the bottom of the VPN page. That will bring up a list of different VPN regions you can connect to. There is no choice for separate US states. You can only choose countries.
Even choosing your own country, when the VPN is turned on it will no longer show your actual IP address. It will show the address of the VPN server.