ATI, you should join euro in any case. The GW servers will in any case assign you instance where the group overall has the lowest lag, so for all you know you might be running a specific mission on a US server even if you are playing euro. Euro is just better for finding groups and also tend to have favour at the times we play. We are at the end of the month, so the usual ADSL leeching by the big downloaders is also a problem, causing more lag for us gamers.
If the leader is Spanish, then when the mission ends you will be in a Spanish district, even if the mission was started in an English district. The game simply takes the group to the home district of the party leader when the mission ends, whatever that may be. I agree it can be a bit of a surprise when one ends up in a district where one does not understand what the people are saying.