Hi Nadeem
I have worked in a similar complex landscape before
If you are going to have a custom object and want it in a role that goes to all systems then you will need to move the object or accept the warning in transports
Where i worked previously we had two 'sources' of truth for development. Global changes (all regions) were perform in the master dev under a role name convention. All regions specific changes were built in the regional dev.
Therefore, if you worked in a similar environment, the custom object would be defined in either system but only added to a security role for the regional box.
My comment is similar to Nitesh's advise.
The bigger question here - what is the risk to the othe regions in allowing the object to be transported even though it's not used?
If you aren't allowed, the next question is RC=4 is a warning - did the custom object get removed (not in AGR_1250/1251/1252 tables or visible in PFCG and therefore not in generated profile)? If so, you can disregard the transport warning.
There is no note to apply as the system is not broken.
Regards
Colleen