As Subaru had indicated in Ep. 18, From Zero, the southern nation cannot be entered, which I’m guessing is ’cause its borders are closed. And the most obvious reasons I can think of for a border closure is either a migration crisis or a civil war, the latter of which could involve a military coup given there’s often a correlation between a civil war and a military coup on real-life Earth, and that’s why he wanted to go west to Kararagi since he doesn’t like cold winters, which are common from the northern kingdom.
Given nobody in Kararagi recognized Priscilla, she’s not tied to the leadership there, and Season 4 referred to it as the Kararagi City-States, so there probably are no royals with Priscilla almost certainly having formerly been a royal given she’d never seen an unpeeled appa, which is a stretch even for somebody who’s simply part of the nobility. Lugunica’s Royal Family perished, and Reinhard twitching out over Felt’s physical characteristics suggests that Felt may have been the kidnapped member of the Royal Family from 15 years ago, meaning Priscilla’s not associated with the Lugunican Royal Family, so the only two places left are the Holy Kingdom of Gusteko and the Sacred Empire of Vollachia.
Sirius also mentioned Iris and the Thorn King and Magritzer’s Gibbet, which are either directly or loosely-related to royals, such as the Thorn King directly referencing a king and the gibbet, which is a gallows-like structure that could involve either royals or criminals punished by royals.
Given Season 4 has had two Vollachia name-drops so far, first with the name of person the Book of the Dead that Julius had read belonged to having come from there, and now with Priscilla directly naming the Sacred Empire of Vollachia as being the nation that targeted her mansion in Re:Zero Break Time 82, I expect more on this topic to come up sooner rather than later, whether Priscilla be an enemy royal of Vollachia from Gusteko or an estranged royal from Vollachia.