do you know if it is legal to apply for employer sponsorship visa in other areas (like Sydney or Melbourne) when I am holding 475 visa in South Australia?
You can apply for any permanent visa in Australia, however the Skilled - Regional (Residence) visa (subclass 887) is specifically designed for holders of a provisional skilled visa who want to apply for permanent residency.
See: Skilled - Regional (Residence) Visa (Subclass 887)