PokéBase - Pokémon Q&A
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The Bulbapedia article here shows "Alola" in the region. If you click the "1" then go to the link provide below, it shows this.

For the July 12th, 2018 TV-Tokyo premiere of Pocket Monsters The Movie "I Choose You!" a livestream was running on Twitter during which the film's director Kunihiko Yuyama, along with Shoko Nakagawa and other Pokemon-adjacent celebrities, provided live commentary on the film as it was airing.

Mr. Yuyama confirms that Cross comes from the Alola region (アローラから来た)

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Hence, Mr. Yuyama, the director of the film has confirmed that Cross comes from Alola.
Hope this helps.

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