Favorite Suikoden?

[BG-57]

That is the nerdiest analogy ever.

Does that make it untrue?

As for setting, my best guess would be Kooluk. If it's not, I'd say it'll be somewhere pretty left-field and unlikely; either somewhere we've not heard of before, or somewhere oddball that we know almost nothing about, like Kanakan or Zelant. I don't think it'll be New Armes mainly because they obviously weren't reformed before V, and after the events of V they're said to have become more moderate and friendlier. Though obviously later on there could be a reaction against this But I think Kooluk is the most likely setting 'cause it's pretty well established to be in a pretty poor state. I'm not sure Harmonia will ever be the subject of a Suikoden; if it is then I'd say not until very late in the series.

Much of Tactics takes place in Kooluk, to the point where the political situation there is drastically altered by the game's events.

There are hard line factions in New Armes, they could always have a civil war.

I agree Harmonia is less likely for now.

Getting the castle comes pretty much out of nowhere. IIRC your characters do a quest and then in the aftermath of it realize "Hey this place is pretty neat let's establish ourselves here" xD You were almost certainly on the cusp of getting your castle at 12 hours in.

It's a neat castle too.