This is bit of a complicated question but here goes.
We have offices in 2 countries, US and New Zealand, we are using direct routing with SBC's in each country. Is it possible to have a policy where the US based CEO can have his caller ID show as a US number when calling everywhere except NZ, if he calls NZ can his caller ID show a local NZ number?
I have pools of numbers for each country so there is no issue with getting numbers.
You say you use Direct Routing but not sure if it's SBC's you manage. If so, quite easy as you'll just create a rule based on calling number\called number.
If Calling Number = US CEO (by default, Teams will send the user's Direct Dial to the gateway) If Called Number is NZ Number, then change calling number to NZ number Else Calling Number remains as is, US DDI
I can't think of anything in Teams that could do this for you, it would have to be at the SBC.