Is this problem on Google, or shopping sites, or elsewhere?

Initially, Firefox doesn't tell sites anything about your location. Sites guesstimate your location using a lookup of your IP address. This lookup sometimes returns the office or data center location of your internet service provider rather than your true location.

You also can grant sites permission to access your precise location. This involves a little panel dropping down from near the lock icon in the address bar. It could be triggered by a store lookup, for example. In that case, Firefox will ask your system for nearby WiFi hotspot information and send the list to a Google service to triangulate your location. Accuracy varies.

On some sites, you can set your location manually, but obviously that is inconvenient.

I can do most of those things you listed - and thank you so much for answering. But, I do not know how to manually set a location. Microsoft/Win10 has been no help. I keep thinking it was an earlier VPN I had with Bit Defender, but have no idea. I do know that is when it started and I realized I could not stop the Utah designation without buying their Premium version. I may be wrong. I just want to use a VPN that does not ultimately designate me in another location when I don't want it. I hope that makes some sense. I am not a pro and don't know that much. So again - thank you for answering.

When you use a VPN, your IP address changes from your home address to the one provided by the VPN service. Sites like Google should still let you provide a location, but other sites might just rely on the VPN service's IP address.

Makes perfect sense to me - thank you so much!