The Shadowmasters are from Telflamm.So, it seems that now that we know the Backgrojnds are based on Faction and "region":
-Purple Dragon Squire and Harper are clearly tied to their respective factions.
- Ice Fisher = Icewind Dale & the North
- Genie-Touched = Calimshan and the Empires of Sand
- Moonwell Pilgrim = Moonshae Isles?
- Spellfire Initiate = Dalelands?
- Shadowmasters Exile = what, Anauroch?? Netherese???