Flandre and Remilia were (most likely) from Europe, and Patchouli, being an "old friend" of Remilia probably comes from the west as well. Koakuma is just a familiar of Patche.
We know that Meiling came from China, but unlike her compatriot Seiga, Meiling had no particular reason we know of to come to Gensokyo, so chances are she either was "sucked in" when the faith in Youkai in China vanished, or she was picked up by the Scarlet Devil sisters while the SDM was in transit to Gensokyo (or she did indeed have her own reasons for moving there). Also, there's this entire dragon thingy with a side-dish of rainbows, but that is probably just to emphasize her Chinese-ness.
Sakuya is a more interesting case. She's a human in a mansion full of immortals who insists upon her own mortality and humanity. At the same time, she regularly kills or at least cooks humans so Flandre can have her meals (Remilia is implied to suck blood directly, although she is a messy eater), her time-manipulating abilities mirror the Stasis theme of the Lunarians, and Eirin appears to be suprised upon meeting her, Sakuya apparently isn't her real name but one given to her by Remilia, and she carries silver knives said to be particularly effective against supernatural entities (including vampires), Akyuu implies that she also may be from the outside world, and that Sakuya originally was vampire hunter who joined Remilia after getting her shit kicked in by her (based on the silver weapons).
But what's your theory regarding the two? Meiling has little background info as she mostly just serves as a comic relief akin to Cirno. Yet Sakuya's history seems to be deliberately kept ambiguous.