She is a new character to the franchise. Within the game it isn't expressly said what country she is from. Given the designs, she is from a fictional area based on Persia (the Middle East).

The country/state is never named, but the her royal city is called the "city of light". Also, the name of her people is the Ahura. Beyond that, the game doesn't explain any more. Perhaps there will be more details in the sequel.

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