Working for a US company while traveling outside the US

My department is transitioning to be full remote and before I dig into it with my boss I wanted to know what potential problems I might face with my company when asking them to let me work for a month+ at a time from another country.

I plan on maintaining normal hours and my mailing address won't change. My bigger concern is if there are legal issues. My company deals with sensitive data and has some compliance procedures that I need to investigate separately.