Lolicon is legel in most of the US states, some being a bit weird. There was a case of a dude importing it, he was dumb and took a plea deal.
If you've been on the internet the past ten years, you would have heard of "Shadman".
People shit on him, but it's mostly sarcasm, but he's really the classic example of a dude who wanted to draw fucked up shit, got chased out of college, and almost went to jail. He had to move to the states to do his art.
View: https://youtu.be/mru17S2sO20?t=1113
Most of his story.
Canada&UK it's 100% illegal. Some canadian got his but almost jailed because he imported an onahole without requesting box removal.
Australia is weird because apparently in one of their states its legal to draw, but not to share, can't confirm.
Some Europe countries allow for it, but EU law disallows it(jfl, being ruled by an international corp you didn't vote for).
That being said, thanks to the internet, anybody can be anonymous.
However if you need to setup a server somewhere. "Minsk, Belarus"