It would be interesting to learn the country they came from back in Europe, but I imagine it will not be brought up because it will not be of great importance, but we will see. However, if it is Spain: since both Orion and Change are immigrants (or the children of, or descended from, immigrants at least) to their previous country of residence before the game starts, it is possible that Annie is too. Perhaps the school they attended was even a private school in Spain or elsewhere for the children of immigrants. And with the number of British people who make their parttime, or even permanent residence, in Spain being fairly high it is possible that Annie does have a British accent while also being from Spain
On to something I noticed in the Preview images: