The Hinterlands and the Empire of Nagh
Nagh is a large empire of benevolent rulers running it as part monarchy and part republic. The Empire is by no means oppressive, meaning that native population in the Hinterlands would be integrated over time rather than conquered, non-violent, non-oppressive religions are all fine - basically, so many gods, especially local, exist, that it is hard to be sure when a name is just a different aspect of another god or something independent, and for the most part, no one cares. So you can make up or chose any god from any setting if you want and it will fit in.
The political situation is stable enough, thanks to the influence of several gods, corruption and intrigues are at an all-time low and where the police can't cope, adventurers step in. Its cities can be grand and its villages small, and there are not too many people living on poverty. Money is not the goal of most people, just a means to an end. People rather think about how to be happy - even the criminals - which tends to make for an altogether happy society. Unfortunately, a lot of people have become complacent and easy to dupe, and terrorists or spies filtering in from other places use this to their advantage.
Nothing else needs to be known, as we won't likely be in the main part of the Empire. Now the Hinterlands are almost a quarter as big as the main Empire, and while not given any attention in maps portraying the Empire, it is a welcome buffer zone where Nyh is regarded. The Kingdoms are much less organized and have less resources asides of their military, so will have a harder time to conquer the Hinterlands.
The part of the Hinterlands your heroes are assigned to is closest to the borders with Nyh. You have a hunch of course that you will not be the only ones going out there, despite being told so.
You will of course have the opportunity to hire NPCs as you need them (in most cases), so no need to worry about not having resources.
Your local contact is a half-hobgoblin (goblinoids and Kobolds TRY to be civilized in these lands, with varying success) ranger named Eloise who is to meet you close to the border. She knows the Hinterlands a little and has some ties to the local council governing the border area.