Based on Zevlor's map and quips from the party, we are in the region known as Elturgard. That said, I agree with those above who have guessed we are along the River Chionthar. The map Zevlor owns has both Elturel and Baldur's Gate marked on the map, with notes and scribbles marking gnolls and goblins in the nearby area.
My guess is that we are somewhere between Elturel and Baldur's Gate, though very close to Elturel. If you talk to the other tieflings in the camp, you'll come across one that mentions that Baldur's Gate is about a tenday by foot from where they are now. Now given that estimation (and using this
interactive map) and the rough estimation that a caravan of these refugees can walk about 20-25 miles per day (likely due to having to move carefully because of the goblins, gnolls, etc), we are likely off the beaten path along the Chionthar.