The city was Yartar, which is SE of Neverwinter, its 2+ months journey from BG
I missed that then, I'm sorry about it

But this thread and everyones confusion about what city it is / where we're from as a PC just shows that nobody has a clear sense of what's happening. And that's coming from someone who is prepping Descent into Avernus (so I've read the campaign a few times now).
This proves the game makes a terrible job at providing you with some context. It is just confusing as it is now. The game should tell me where the action takes place exactly / ground it into the lore. I don't want to rely on external intel dropped by the devs during an interview to learn all of this. This is bad storytelling IMO.
We don't know where we got captured. Our PC doesn't provide you with anything personal (like, we don't have any choices to customize him/her through dialog). They could either implement some choices through character creation or let us customize our PC through dialog. But I think the game and the story would benefit from it. It would be more engaging.
Plus, the world needs to react more to what's happening. Your companions should too. I mean if we were all abducted, wouldn't one of our first questions whenever we meet be "what was the last thing you remember before waking up on the ship ?" or "where were you kidnapped ?". Seems like some basic info and a great way to give players something to get involved in the story, and to create a bond between characters.