Xbox 360 digital content

As additional info.

If your games were purchased digitally via the Xbox store then you will require the licenses on the console before you can play the games if there is no internet connection. If the content was first downloaded on a different xbox 360 console the licenses
are not automatically present.

See this link for more information on how digital licenses etc work on the Xbox 360 console:

https://support.xbox.com/xbox-360/store/download-content

Digital 360 games had region locks as well.

So do they still have it or not?

If it`s available through the Microsoft store in your home country then you will be fine buying the digital version. It was only the 360 game discs that were region locked.

Yes. If a game was region locked, the region lock is still in place. As long as your account region matches your physical location, any games that show in the store on your console are available to you. So if GTA IV shows up for you, you'll be able to download it. If your account region does not match your physical location and the game is not actually available in your region, you won't be able to download it.