The Instant Games Collection updates (usually) on the first Tuesday of every month. So you still could get May's PS+ games provided you become a member and claim those games before the store updates tomorrow. But as far as other previous months, no. You don't get those games in retrospect.
The free PS+ games, at this point, are almost always the same between regions. In the past, they were drastically different. But each region still has different sales, which PS+ plays a role in since you get deeper discounts with it.
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