Correct me if I'm wrong but we also have no idea where in Faerun the first act/prologue/EA takes place.
We are in Elturgard. The tieflings in the druid grove are refugees from Elturel journeying by foot to Baldur's Gate. In Zevlor's office at the druid grove he has a map and, if you click on it, one of the companions or your character (I can't remember) will pipe up confirming where we are.