"Local" doesn't mean "no FTL". If someone asks you what's a good local restaurant, they're not asking about any restaurant that can be reached before dinner time by traveling at slower than the speed of light.
Locality is the idea of splitting spacetime into small regions, such that what happens in one region is only affected by conditions neighboring regions. Of course, this raises the question of what it means to "affect" something...
But suppose that there were a pair of coins such that, no matter how far separated, if you flip both coins, they always produce the same result: Either both heads or both tails. (More specifically: the sequence of heads and tails produced by one coin matches the sequence produced by the other coin.) Each coin taken separately is completely random--there is no pattern to the sequence of heads and tails. I would consider that a nonlocal effect. It's an effect that is not bound by distance. A theory in which that effect is a "law of physics" is a nonlocal theory. You can't signal using it, but it's not expressible in terms of local evolution. Now, it could be that there is a "deeper" theory that explains the nonlocal behavior using local law. Maybe each coin contains a hidden mechanism that produces a deterministic sequence of heads and tails, and the mechanisms in the two coins are identical. That would explain the nonlocal correlations in terms of a local mechanism.
But the correlations themselves are nonlocal.
There is a distinction between "nonlocal effects" and "nonlocal influences". A nonlocal effect can be "implemented" or "explained" in terms of local interactions by proposing a mechanism for establishing a correlation. The connection with FTL is not at all that FTL means the same thing as locality. Rather, the implication is this:
If you can show that the nonlocal effect can be used for FTL signaling,
then you know that there can be no local explanation for the effect.
So it's a theory-independent conclusion, in the sense that no matter underlying "deeper theory" one proposes to explain the effect, if there is FTL signalling involved, then it can't have a local explanation.
Bell's proof is another, more general, to derive a theory-independent conclusion.
I think it's much more productive to separate the idea of a "nonlocal effect" from a "nonlocal influence".