Merycidia (SPOILERS)

[Baithin]

On the topic of real world analogues to places in the game, Thavnair seems to be a jungle region. I don't remember if it's Near East (like Radz-at-Hahn, which I agree is probably Middle Eastern inspired) or Far East (like Doma), but coeurls are said to have come from Thavnairian jungles.

[Shibiki]

You are correct. Eorzea's only native denizens are The Elementals, Fae and other supernatural entities originally inhabiting it. Whether the Beast Tribes are natives or not is unknown and largely irrelevant. However, the Dragons are the first documented "foreigners" to Eorzea as it were. Bahamut and Tiamat were the only known Great Wyrms to go south and settle in Meracydia. Hraesvelgr, Nidhogg and Ratotoskr it's believed have always settled in Eorzea in modern Coerthas and Dravania (hence the dispute between Dragons and Elezen during St. Shiva's time). Then there's a sixth member of the First Brood who's residing in Othard, whether in Doma or not is unknown. The seventh one is completely unknown, though I'd imagine they are in Ilsabard (northern continent where Garlemald is), The Old World (Sharlayan) or the New World.

[Kyan]

Thavnair seems to be a jungle region. I don't remember if it's Near East (like Radz-at-Hahn, which I agree is probably Middle Eastern inspired)...

Radz-at-Hahn is the capital of the Thavnairian region. Like how Ul'dah is the city-state of Thanalan, or Ishgard for Coerthas.

[Annana]

Eorzea's only native denizens are The Elementals, Fae and other supernatural entities originally inhabiting it.

Not quite. After the Lore Book, it's implied that the Allagan Empire drove the Miqo'te away from Eorzea, and that they returned during the Calamity of Ice over the land bridges formed and the Allag we dead and mostly gone.