England
From Jenny Everywhere Wiki
In Reality Z-25 31-H, the Blue Knight lived in Arthurian England. (COMIC: Defying the Dragon)
By the 21st century, England was ruled by a Queen, who had a reputation as being “very nice”. The Odds were called to England, now part of the “United Kingdom”, by Chief Inspector Dennis of Scotland Yard to help deal with the odd situation that arose when Insecto's Insect People began taking over a city near London. (COMIC: Battle of Britain)
Behind the scenes
Right-On By The Sea is described in Damn Fine Hostile Takeover as not very far from London, suggesting that it and Name's Not Down, two of the earliest Jenny Everywhere comic stories, take place in England. However, the country's name never comes up.