Location and target selector (with position arguments) would only target entities or players at the world of the command's executor, even if it is placed after `execute as (something) at @s run ` where (something) is an entity at another world.

Reproduce:
1. Put down an entity at 0 4 0 (or whatever position you like) in the overworld. Make sure it is at the spawn chunk in order to have it loaded while travelling to other worlds
2. Go to the nether.
3. Run execute as (the entity) at @s run say @e[distance=..1000], the result is expected to be the entity, but it prints the player's name.
4. Run execute as (the entity) at @s run setblock ~ ~ ~ stone. The stone is placed in the nether at the coordinate of the entity in the overworld. And the stone is not placed in the overworld.