Could a desktop application disclose location even if a VPN is used?

When using a proper VPN to access a remote server, the server should not be able to resolve your country of origin using your IP address because the IP provided in the request will be the one of the proxy.

Now let’s talk about a desktop application able to run system commands: even if you use a proxy to hide your origin country, could the malicious application perform a traceroute and provide the output to the remote server, allowing it to resolve your origin country?

Traceroute was the first example coming to my mind. Any other tool/technique proving the point could be used to answer the question (except locales about languages/keyboards/etc…)