I just installed Plausible Analytics but by UK visitors are being reported as coming from the US.
I asked their support what is going on, and they responded with this:
If you’re using Cloudflare for DNS, chances are you are having your sites proxied behind Cloudflare too. A proxy can override the remote IP which would lead to wrong geolocation data in your stats. Please remove the proxy and make it just a DNS record in your Cloudflare settings to solve the issue.
Right now, the apex domain (davestewart.co.uk) is primary. However, this is using the A record and the A record is a single system in California. If you make this domain primary then all site traffic for anyone in the world will go only to California. Obviously, this is not what you want.
Making the www subdomain primary will use the CNAME record. and that CNAME using geographical routing to return IP addresses of the closest ADN nodes. You can see the geographical routing of IP address if you query the site subdomain from different locations around the world, for example - by using this DNS checking tool: