Understanding Shopify App Proxy – CORS Policy issue

As mentioned in the comments, I realised the easy solution to the problem (although not necessarily the answer to this question) was to do it using JS and not use an app at all.

Create a custom page template that includes a div <div id="direct-checkout"></div>. In this example it has the url /pages/direct-checkout

Assuming there is a currency switcher form template in the theme in this format;

{%- if localization.available_countries.size > 1 -%}
    <div class="currency-switcher-form">
        <localization-form>
            {% form 'localization' %}
                <div class="select-country" data-input-name="country2" data-selected-country="{{ localization.country.iso_code }}"></div>
                <input type="hidden" name="country_code" value="{{ localization.country.iso_code }}">
            {% endform %}
        </localization-form>
    </div>
{%- endif -%}

You would use the following JS for both general currency switching (rather than using the badly performing and impossible to tweak Shopify Geolocation App) and also to handle the direct-to-checkout links passing product variant and quantity parameters.

It uses a cookie to reduce the geoip API calls and would redirect users who had previously been on the site to the currency they had previously been assigned/selected.

/*-----------------------------------------------------------------------------------*/
/*  GeoIP currency switching
/*-----------------------------------------------------------------------------------*/

function setCurrencyCookie(countryCode) {

    var cookieArguments = {
      expires: 30,
      path: '/',
      domain: 'your-domain.com'
    }
    
    Cookies.set('_your-domain-geoip-currency', countryCode, cookieArguments);

}

var cookieName = '_your-domain-geoip-currency';

if (!Cookies.get(cookieName)) {
  autoCurrencySwitch();
} else {
  instantBuy();
}

function autoCurrencySwitch() {

  $.ajax( {
    url: 'https://api.ipgeolocation.io/',
    type: 'GET',
    dataType: 'json',
    success: function(location) {
        var currencyCountry= location.country_code2;

        $('input[name="country_code"]').val(currencyCountry);
        $(".select-country").attr('data-selected-country', currencyCountry);
        
        var form = $('form#localization_form');
        var actionUrl = form.attr('action');

        $.ajax({
          type: "POST",
          url: actionUrl,
          data: form.serialize(),
          success: function(data){ 
            setCurrencyCookie(currencyCountry);
            instantBuy();
          },
          error: function(errorData){
              console.log('currency switch error', errorData);
          }
        });
        
    }
  });

}

/*-----------------------------------------------------------------------------------*/
/*  Direct Checkout Redirect
/*-----------------------------------------------------------------------------------*/                

function instantBuy( ){

  var directCheckoutElement = document.getElementById("direct-checkout");

  const params = new Proxy(new URLSearchParams(window.location.search), {
    get: (searchParams, prop) => searchParams.get(prop),
  });

  // Example URL
  // https://your-domain.com/pages/direct-checkout?variant=417239912345&quantity=1

  let variantId = params.variant;
  let qty = params.quantity;

  if (directCheckoutElement && variantId && qty) {

    $.ajax({
      url: "/cart/add.js",
      type: "POST",
      data : { id: variantId, quantity: qty },
      dataType: 'json',
      success: function(data){ 
        window.location.href = "/checkout";
      },
      error: function(errorData){
          console.log('checkout redirect error', errorData);
      }
    });

  } else {
    return false;
  }

}

Hopefully this can help someone with the same requirement I had.