RDS is not in our region and we would like to use it. How should we proceed to change region? sst delete on each environment and then change the sst.json ? Are we missing something here?

You can specify --region with the CLI

But is there something else to clean up?

Not sure what you mean. You can specify the region for deletions as well

My question was: do I need to do anything else than sst remove to fully clean up my aws account before changing regions?

Ah, I see. I guess that depends on the removal policy that you have set on the various resources but if that's set to destroy, I don't think you need to do anything else