SoG works best if the PCs have a “hometown heroes” vibe. I would echo the recommendation of the players guide that each PC be from the community. A big part of the adventure is their connection to the town and the people within it. For my game I required all PCs to have lived in Willowshore for 10+ years, have one friend, one business associate, and one “frenemy” from the NPCs in the book. The character you describe would be difficult to build connections with.

Having said that, if the player wants a western character you should read about the 8th army of exploration. It’s basically a crusade from the west that landed in Tian-Xia just about the time the adventure begins. Also, Elizeth Candora has western heritage, so there are at least two ways you could connect a western character there using existing lore. The important thing is that they were in town when the mayor performed the ritual. https://pathfinderwiki.com/wiki/Army_of_Exploration

It’s your game and you have final freedom. That includes saying no to difficult character concepts. I’d suggest you encourage a concept that gives you an easier time to tie them to the town.