Le's get one thing straight.
Watame is Japanese. [1]
Anya is Watame's Sister. [2]
Therefore, Anya is Japanese.
Please do not imply otherwise.
Sources:
[1]
https://hololive.hololivepro.com/en/talents/tsunomaki-watame/[2] See attached image, from Anya's mama, so it's canon lore.