Are Guild Wars 2 Gem keys region locked?
As you have already found out yourself, the key does not seem to be region locked.
To expand on this, a Guild Wars 2 account is not bound to any region. As an inhabitant of the EU, I can play on both EU or NA servers without changing anything in my account. Therefore, there is no region, as such, for the key's origin to be checked against.
Whether you input an EU or NA key, the account will be a generic account, not a region-bound account.