I am trying to use ml.m4.xlarge instance with xgboost algorithm on sagemaker notebook with region as eu-north-1. it is giving me an error.

From the error, I thought the error was due to SageMaker resource limitations.
The following document should be used as a reference to apply for the relaxation of quota limits.
https://repost.aws/knowledge-center/sagemaker-resource-limit-exceeded-error

The following document shows that the default notebook instance of "ml.m4.xlarge" is 0.
So raise the limit as many as you need.
https://docs.aws.amazon.com/general/latest/gr/sagemaker.html