I know we all kind of assume Anthy and Akio are Indian because of the brown skin and bindis (Google tells me that while it's less common, men do wear bindis sometimes), and I agree, but also. "Dios" is Spanish, "Anthy" is derived from a Greek word, "Himemiya" is Japanese (I would theorize that her name hasn't always been "Himemiya", though she does seem to have had the name "Anthy" as far back as we're allowed to see into her past), and Akio drives an American car and plays jazz (a style of music that developed in America) over the radio in said car. Also, despite bindis being a Hindu, Jain and Buddhist thing, all the religious shit the two of them have going on (the martyrdom, Akio drawing a comparison between himself and Satan, Ohtori looking like a fucked up Cathedral and Dios appearing to Utena in a church) is Pretty Christian.

I know all of this is probably just a product of the writers not having a concrete idea of where they wanted Akio and Anthy to be from other than "not here" but it implies a lot of travel, which does kind of fit with Dios' whole "trying to rescue Every Girl Ever" thing.

Where do their names come from, anyway? "Dios" sounds like it could have been a name given to him by the people he saved. We never hear hide nor hair of their parents, they're fully irrelevant even by the farthest flashback.