Theres no need to guess the characters' origins, they are already stated in the character profiles in the site.

Harken is a bounty hunter born in Lost Herencia.
Ashen is a battle andriod made in Lost Herencia.
Kaguya is the hime of the Nanbu Family in Kagura Amahara.
Suzuka is the hime of the Oni race born in Kagura Amahara.

Kaguya is on a journey as a rite for adulthood and she met Harken, then travelled with him.
Suzuka is keeping an eye on Kaguya and she is interested in mecha stuff like Ashen.
Harken seems want monetary paycheck for protecting Kaguya.
Ashen is just the subordinate of Harken.

Things I can decipher on the places:

Lost Herencia seems to be a treasure trove of technology from another world.
PTs excavated and ruins of giant battleships are found.
A technologically advanced city.

Kagura Amahara, a city of eastern culture.
Races like human, oni and youkai co-exist there.
Spells and magic exist there too.

Elfe Tale, the country of fairies and beasts.
They reject mechanics and believe in magic, the buildings are in middleage Europe style.
There seems to be territory wars between the faires and beasts.

Dune Polis, country west of Elfe Tale.
Some beasts from Elfe Tale moved there and built a town on top of a giant cat battletank.

Varna Kanai, land of aqua inhabitants.
Mermaids and half-fishman are found there.
Its seems that they are pretty shut-off from the outside and there is a sunken "relic" in the seas there.