Hey I can help you with some ANC Bluetooth headphones!
Sony's EXCELLENT noise canceling headphones are made in Malaysia (WH-1000XM4): https://www.amazon.com/Sony-WH-1000XM4-Canceling-Headphones-phone-call/dp/B0863TXGM3?th=1
I have Sony WF-1000XM3, which are their ANC wireless earbuds, and can also confirm that they are also made in Malaysia along with the wireless charging case: https://www.amazon.com/Sony-WF-1000XM3-Industry-Canceling-Wireless/dp/B07T81554H
I'm in the middle of building a new PC that is completely not made in China, so I understand your frustrations! I'm stubborn enough that I don't mind waiting around or spending days trying to find things not made there. Now I mostly use taiwantrade.com to find brands that are made in Taiwan which has been pretty reliable so far for me!
No, it's right here: https://www.amazon.com/dp/B0863TXGM3/ref=cm_sw_r_cp_awdb_imm_N8WBX76NZY5BXXCDC1PN
So the good news is microphones are very good at preventing the mic-picking-up-the-noise problem. I think if you had the money for it, invest in a good mic, like the Samson Q2U, and then look into what the best bang for your buck active noise cancelling headphones are. They will do a good job at solving train noise. I know that I've ridden trains before in my youth, very loud subway trains, with noise cancelling headphones, and the banging noise of the train got killed by the ANC. Something like this I've heard time and time again considered to be some of the best noise cancelling that money can buy. You can also look into earbuds which, since they naturally function like an earplug, provide a lot of protection from noise. These are affordable and considered some of the best at isolation for many years now.