unless if you were to figure out a way to transmit information INSTANTANEOUSLY across any distance on earth (which would break many of the fundamental laws of physics), no
lag just exists because it takes time for your friends to upload their voice to discord and download their voice back
the best thing you can do is do this same set-up outside of discord, through a Teamspeak or a Mumble server, and have the server be hosted geographically inbetween you and your friends