Zone Markers and Borders Creation

Picture you are playing world of warcraft and you cross the border into a new zone like the image below.
I want to know the best way to go about making these zone borders that are massive and cover a large location, so I can make UI popups for the player entering leaving zones, and other reasons.

I was going to use trigger boxes that react to the player overlap but thinking about how large some of these would need to be makes me think about the performance cost.
Is there a better way to go about doing it?