Located in northern Africa.
In his travels for his book Fantastic Beasts and Where to Find Them, Newt Scamander visited Sudan, where he met an obscurial who had been imprisoned and abused for being a witch (WFT).
Newt references a recent visit to Sudan in 1926. At that time, Sudan was a joint possession of the U.K. and Egypt and consisted of what are now Sudan and South Sudan (source: Wikipedia). -BB