Connecting application between US and Europe doesn't work

Hi,

I am trying to run a Photon Unity application with two clients, one in Europe and another one in the US.
When I try it from my side ( Europe ) with two clients on the same network, the application works fine. However, when I try to connect with another client in the US it doesn't work.
I have Photon region configurations set as default.
What could be happening?

Thanks a lot.