If it's more convenient for you to setup everything locally, good news: we also have a beta going in Brazil! You can sign up for an invite at https://stripe.com/global#br and we'll send one as soon as we can.

Not really. There is nothing wrong with a BR company having a US subsidiary or the other way around, and many companies big and small do it.

You will need a lawyer, or at least a good accountant, to get the taxes right: pay what you owe in the US and in BR, avoiding at all possible double taxation.