How to include multiple regions when searching for observations?

No, but you can also do that with URLs.
https://forum.inaturalist.org/t/how-to-use-inaturalists-search-urls-wiki/63#heading--multiple--places

What you’re looking for should be pretty simple.
https://www.inaturalist.org/observations?taxon_id=47118&place_id=1,6712&not_in_place=11

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