With Vrtra's name being a reference to Vedic mythology and him being found on Thavnair, an India-inspired location, I propose Azdaja's name can give us a pretty good hint to their whereabouts. Azdaja is a name from Slavic mythology and there are quite a few Slavic inspired foods in Ilsabard/Garlemald. Also "Eblan Rime" ,a name from the native peoples of that region that the Garleans kept, is Russian.
So I predict Azdaja will be found hiding somewhere in the cloudy mist that is the rest of Ilsabard. Do we know anymore about the floating islands above Garlemald on the map?