Within D365 F&O, we can activate advanced export management feature at legal entity level by going to Product Information Management > Setup > Product Compliance > Country of Origin > Advanced Export Management Configuration. you can select Jurisdictions which are active for certain legal Entities.

This doesnt work in scenario when a Legal Entity has Site in multiple countries. For Example, a particular LE can have production site/warehouse in USA and Mexico. When shipping to customer from US, different jurisdictions apply compared to when shipping from Mexico.

My Idea is to have jurisdiction activation for Legal entity and Site combination. In above scenario, we can activate Mexican jurisdiction for Mexican site and US jurisdictions for US sites. Therefore achieving correct rules applied for Sales Order and Sales Quotations depending on which Legal Entity is selling from which Site.