Dante himself definitely lives in the US. FORTUNA clearly is in western Europe. As for where Dante lives, best best tend to be New York, Detroit, or possibly LA. I wouldn't rule out Dallas or San Antonio though. Saying "well, he obviously doesn't live in Texas" means you obviously have never BEEN to Texas. Contrary to popular belief, not everyone there has that stereotype accent, nor is everyone an oil mongering idiot. *lived there for six months, and the girlfriend is from San Antonio*
All we know really is that Dante lives in one of the bigger central cities of the US...excluding DC, because I don't think the nation's capitol can handle getting demolished on a weekly basis...