Random thought.
I was pondering where this story supposedly takes place, and I don't think that's officially been said. Feel free to correct me if I'm wrong.
But... I think based on a few key clues I could make a strong case for somewhere in Maine.
Here's why.
First it needs to be a northern latitude state because in Episode 3 we see them getting snow around Thanksgiving.
Second, it can't be on the West Coast since that's where Zoey goes to from where ever this is.
Third, The Pink Rose is a full nude, full contact bar with an age restriction of 21. And the only state on the upper East coast with that combo is... Maine. West Virginia is also full nude and full contact, but the age minimum there is only 18. Not other state in that area is full nude and full contact if alcohol is served (which the Pink Rose does serve) so... Maine.
So I think its Maine.
Maine also, I think, fits the mix of a small rural town the MC, Maya and Josy all seem to come from; but also having college towns and the use of rail to get places (since we know Zoey uses a train ride to go to the WC, but also to go from B&R to their home town).
None of which really matters to enjoying the game... I just... trivia...
Also, I may know way too much about strip clubs.
I now return you to your "best girl wars".