So the problem faced is: How to make the system easier on people living on borders without compromising safety?
My suggestion is to incorporate an exception from the rule that locks a "moving" account. This would have to trigger only after successfully unlocking your account several times as the default behaviour must be to lock an account on the first border crossing. There should also be a time limit here, so several unlockings should be made from either side of the border within a certain time frame, so that this does not trigger for people actually just changing their adress.
One could then prompt the player after recognising a logon pattern from more than one country to accept "free" logons from said countries.
This could go something like "We have noticed that you often move between France and Spain. Would you like to disable account locking when moving between France and Spain?" For the security aware you could add: "Warning. If you have not logged on from both of the above mentioned countries, this means that your account may have been compromised."
I am aware that this is rather a special case affecting only a small percentage of players, but for those affected this is really annoying - having to go through the unlocking process almost every time you want to play is not fun. Also this fix would be invisible for "normal" players who do not face this issue.
For anyone who made it through the wall of text, I thank you for your time