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So, the temple with the pillars when they arrive is clearly greek, while the market they are on is middle-east inspired.
Clearly, they are somewhere in the borders of Greece and Turkey, which makes sense, as Lamia is originally a greek creature, but Miia also has many inspirations from middle east in her design.
Meanwhile Lala ended up on Italy.
If we are going to have a Europe arc, and those shadowed girls are going to show up (they always do), i think its a Medusa (obviously), a Gargoyle, and i have no idea of the third one.