Currently, I'm facing a situation where I want to create custom Url structures for different regions of my stores by using Shopify. If there are any apps or software helpful, please guide.
That's the only way you can do it, it's not technically changing the URL at all but it does mean you can have nicer links to your site externally (if you do a lot though it can get hard to keep on top off and it's worth seeing what impact this has SEO wise if your using the URLs for back links and what not)
Click on theme. Click edit code. Find the collection page template. Change the link. Do note however that all this does is change the link on the collections page, this won't change the fact that every product will exist at their own link as well as the link nox with the collection prefix.