If I choose Frankfurt region, does all my data including backups and snapshots remain only in the Amazon Frankfurt availability zone or is there a backup/ mirroring into another zone (Ireland) or Region (US East)?
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All backups and snapshots are stored in the same region the instance was initially launched in.
So if the instance is launched in Frankfurt (eu-central-1) all data stored on the instance will stay in this region at all times.
This blog blog post might be interesting too:
http://blog.safe.com/2015/03/new-frankfurt-region-available-fme-cloud/