The key question any diocese would ask is why are you applying to them, as opposed to your "home" diocese. It's certainly not impossible although some dioceses are more accommodating than others.
So, for example, if you work in the diocese you're considering applying to and regularly go to mass there because it's closer. Or you it could be where you grew up, or where you're currently living / studying. Any of those examples would probably be a satisfactory answer to the "why" question. On the other hand, something like "diocese x has a nicer cathedral than diocese Y", or "diocese X is an arch diocese" really aren't likely to convince a vocations director. Living in the diocese obviously helps but may not be necessary as long as you can demonstrate some connection or familiarity with it - liking working or studying there. Without this, it's less likely that a diocese would accept you but not impossible (again, much depends on the individual diocese and / or its bishop).
Basically, every priest is attached to a diocese (or religious order) - this is more than just a matter of geography, seminarians are expected to develop a bond with your diocese and its priests.
The other thing you should be aware of is that not every country (or indeed every seminary) follows the same programme for training - so transferring is far from a straight forward process.
Ultimately, what you need to bear in mind that, for you, discernment isn't just about the "what" (i.e. priesthood) it's also about "where" and "why" - you need to discern which diocese you feel called to and why, as much as you need to discern the call to diocesan priesthood itself. Speaking from experience, my advice to you is to pray: listen to God speaking in your heart and you should find the answers.