[So he's not a native then -- is this like what happened with Paimon? But how did he bring in someone he never met? Either way, it seems safe to assume they must at least be from Teyvat.]

We are, but probably not any ocean you would recognize. This is going to be a little hard to believe, but-- you're in a completely different world now.

The thing you remember-- time was looping, wasn't it? Everyone who gets brought here experiences the same thing.