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