Сan i create giveaway if the key has a regional lock?

Nope

No!

But the keys are bought legally and for each I have proof of purchase

Its stated on the site rules, you cant giveaway region locked games.

Thank you all, I knew this, just wanted to clarify

Maybe if make private giveaway and say about regions. Ask support :)

You monster

Well u could and hope for the winner to live in Russia :P

if you are 100% sure that the winner can use the key, maybe

Well, you technically can. Just do a group giveaway where all the group members are in that region.

No.