Diversity

For the most part, the populations of settlements in any nation are fairly diverse. There are majorities, such as elves in Tron Daurat and humans in Ogygia or Azuma, but generally, entire groups are not barred from visiting or living in various settlements. As long as the beings in question aren’t looking to cause internal strife, there isn’t anything stopping various beings from living in settlements established by other cultures.  
Emigration between nations is also reasonably common, though this is most often seen between Ogygia and Ithara due to minimal geographical restrictions. Tron Daurat saw very little emigration until recently due to the elves’ desire to remain reclusive, and even now, the high mountains ringing the nation make travel difficult. Azuma, similarly, did not begin interacting with the other nations until sailing happenstance made them aware of one another’s existence. Still, seeing a yokai from Azuma in Ithara or an elf from Tron Daurat in Ogygia is uncommon, but not unlikely at all.
 
The only exception to this openness is where power systems come in, which vary depending on the nation in question. Ogygia has easily the most diverse rulership; all that is required of a ruler is that they have the strength to take and keep a throne, no matter who or what they are. These rulers then determine how welcoming their kingdoms are to outsiders and who they allow into their inner circle. Ithara, meanwhile, has a clear power dichotomy between the primarily-human Merchant Kings and the beastfolk, who are technically permitted into any levels of authority but are rarely given the opportunity to do so. Tron Daurat, being so reclusive until recently, is still populated almost entirely by elven leaders who look to the dragons for protection and guidance. Similarly, the Azumese government is almost all human, but non-malevolent yokai are allowed into cities and even allied with, in some cases, and the kitsune serve as the spiritual leaders and protectors of the nation.
 
When creating a character or a collection of NPCs, don’t feel like you need to restrict yourself based on their nation of origin, but consider the culture they came from and why they may be where they are now.