GF: Are ethical issues (Third countries) compulsory for all Global Fellowships?

As by definition the first phase of a Global Fellowship always takes place in a third country, the third country compulsory 'ehtical issues' will apply for all GFs, because the ethical guidelines state “when some or all of the research activities are carried out outside the EU, the applicants must confirm that the proposed research is compatible with the Union and International legislation and could have been legally conducted in one of the EU Member States”