I don’t think they ever specified where the three of them are from. It never said outright where the others were from, but we can figure out where some of them were from. And also remember that some of them could be from America too.
Luther is a German name so he might be from Germany as well. The name Allison has French and/or British roots, so I think she might be from Europe. Five, idk, I'd say America or Europe yeah. (I'm basing this on the theory that Grace named them according to the country they were born in)