There have been multiple references to both locations (the Arcanamirium at Absalom, the elven kingdom of Kyonin) and deities (Torag, Calistria, and Abadar), and one race (the duergar, or gray dwarves).
Given comments made by High Elf Archer (the ruins where they fight the ogre and rescue the unfortunate elf woman are located relatively close to Kyonin), and the rather untamed frontier aesthetic, the entire show could take place specifically in the Inner Sea's River Kingdoms region of Northeast Avistan.
During Goblin Slayer's flashback Burglar's narration mentions "his family" and shows both GS's sister and young Cowgirl with black squiggles obscuring their faces.
It may indicate Cowgirl has suffered Death by Adaptation.
- Alternatively, with his trailing off comment that everyone he loves is dead "except for...", Cowgirl is alive, but Goblin Slayer hasn't been able to bring himself to see her again.