Your Bear may sometimes appear in the Bermuda Triangle (or the 'Bear'muda Triangle, as we like to call it) if you are connecting from a strict network environment. It just means that we're not able to see where you are connecting from. It should not affect your ability to connect securely to our servers.
Bear in the 'Bear'muda Triangle
Connect to the tunnel you want and visit this website to confirm that you're connected properly. If the location on the site matches the location selected in the app, it means that you're connected!