Is it possible to connect AWS GovCloud with a public region outside US over DX? I could not find any documentation around it.
Yes. You can access other public regions from GovCloud via Direct Connect:
AWS Direct Connect locations in public Regions or AWS GovCloud (US) can access public services in any other public Region (excluding China (Beijing and Ningxia)). In addition, AWS Direct Connect connections in public Regions or AWS GovCloud (US) can be configured to access a VPC in your account in any other public Region (excluding China(Beijing and Ningxia). You can therefore use a single AWS Direct Connect connection to build multi-Region services. All networking traffic remains on the AWS global network backbone, regardless of whether you access public AWS services or a VPC in another Region.
See https://docs.aws.amazon.com/directconnect/latest/UserGuide/remote_regions.html