A:AnswerECCN's are for exports from the US. It is different based on whether or not the US considers this a "Gaming Console" or "Personal Computer". You need to contact ASUS for this, but I'm not sure why you'd need it. If it's your mail forwarding service that's the problem, have them hold it and pick it up at the facility.
A:AnswerEnsure you download the game and, for Steam, have all saved game data saved on the Ally and not the cloud. For Game Pass, ensure you select the option to play games offline. Have had several plane trips with this and its made time fly by... get it?? :)