Initial connection time very high for Mumbai, India

My website is hosted in LA and I am using BunnyCDN to deliver static contents of the website.
I tested the website from many locations and found that Initial Connection is very high for Mumbai (2-15 seconds). For all other places in the world, the initial connection time is <300 ms. So, I do not think there is any issue with my server.
What could be the problem with testing from Mumbai, India?

URL: https://www.discoverbits.in/
Loaded By: https://static.discoverbits.in/qa-content/qa-global.js?1.8.5:
Host: www.discoverbits.in
IP: 23.234.209.227
Error/Status Code: 200
Priority: HIGHEST
Protocol: HTTP/2
HTTP/2 Stream: 1, weight 256, depends on 0, EXCLUSIVE
Request ID: 81DC59C15B68924A83B8E2EE1E15DA09
Client Port: 33264
Discovered: 0.005 s
Request Start: 2.331 s
DNS Lookup: 30 ms
Initial Connection: 1272 ms
SSL Negotiation: 1022 ms
Time to First Byte: 291 ms
Content Download: 35 ms
Bytes In (downloaded): 6.4 KB
Uncompressed Size: 49.9 KB
Bytes Out (uploaded): 1.7 KB

Do you have a link to the actual test? If there was a bunch of other network activity going on at the time it is possible that the connection setup was stuck behind a bunch of other in-flight data.

Here is the link: https://www.webpagetest.org/result/200903_AD_0f409e60534ce4a2d109f44f2c6119df/2/details/#waterfall_view_step1

Ouch. No contention since it was the first request. Not sure what happened at the time since it looks better now: https://www.webpagetest.org/result/200904_1Q_1b9d11fe2b88400c1a36462d4d7e5f70/1/details/#waterfall_view_step1

~500ms will be as fast as it can get without a CDN since the RTT’s from India to the US is ~240ms.

It was the www domain that was slow to connect, not the static so it is going all the way to your origin.

I have a CNAME record for www domain.
So, should I create an A record for www domain?

No, the DNS lookup time was not slow, just the actual connect. A record or CNAME will still result in the same IP address that it tries to connect to.

Your problem is clearly located in the connection time (and probably as a consequence the time needed to set up the SSL session, which is also dependent on the network latency).

The test being run on an EC2 instance in India you would not expect the national indian network to be responsible of the extra latency (latency of users connected through cellular / broadband networks in India can experience a latency up to 200ms before they reach a peering / Internet Exchange point).
The route taken from AWS to your server could be the reason such a high latency.

As an example, I enclose the routing from India test station to our website hosted on GCP.
As you can see there is a first layer of latency > 250ms to reach the gate of GCP and then another layer of > 250ms inside the GCP network. If you sum up all segments, the network latency certainly exceeds 700ms.

The initial connection being 1.5RTT, it would be above 1sec.

We have written a complete article on this here: https://bit.ly/3o6z8iw