The following two attributes exist on Office 365 users:

The Preferred Language can be set by using set-msoluser on a Cloud user.
Set-MsolUser -UserPrincipalName dag@friden.com -PreferredLanguage “sv-SE”

Existing users can be viewed by using
Get-MsolUser -All  | ft UserPrincipalName,PreferredLanguage

If the users are sync from OnPrem AD (and sync to Azure AD) the same value can be set by using
Set-ADUser dag@friden.com -Replace @{PreferredLanguage=”sv-SE”}

Get-ADUser –SearchBase “OU=testing-ou,OU=IT, DC=friden,DC=com” -Filter * -Properties PreferredLanguage |ForEach-Object {Set-ADUser $_.SAMAccountName -replace @{PreferredLanguage=”sv-SE”}}

List of available languages codes:
https://msdn.microsoft.com/en-us/library/ee825488(v=cs.20).aspx?f=255&MSPPError=-2147217396

The following service will use the default vales:
Office 365 Default Landing page, general settings and menu, Office 365 Management portal, Video, Groups, OneDrive for Business, Delve, Office Online and Planner.

DataCenter Locations for Exchange Online:

https://gallery.technet.microsoft.com/office/PowerShell-Script-to-a6bbfc2e