Does HE Alexa app work only in the US?

Is the router going into the 8 port switch or the managed SG300? If feasible, I would try putting HE on the router's switch (if it has one built-in). Routing over the Ethernet layer is not possible, it must by done on the TCP/IP layer and this might be your road block.

If spanning tree is enabled in your SG300 switch, I would disable it. Not needed for a home network and it might cause issues with discovery.

Try also discovery with only one Echo plugged in at a time. There was discussion around determining which is the master. It may be that having only one plugged in (you'd have to try both, one at a time) will change the result immediately, or it may take time for the master to present itself. However, it is likely the one that is your oldest Echo. I have two Echos as well, and I know that my v1 Echo is the master (although I no longer use the Amazon Echo app because I don't need it).