Point me to a source that confirms Zelant's location being south of Falena, please.
That aside, I don't know where you are getting your information from, but the official guidebook confirms that Norma and Ernst are from the Kingdom of Zelant.
Furthermore, as for its actual location relative to Falena, let's have a look at three characters' endings.
Since I don't have access to an online copy of the English endings, I'll use the one from the Japanese release instead.
Norma's ending.
エルンストの呪いを解くためレヴィを伴って故郷ゼアラントに帰る。
"To undo Ernst's curse, she brought Levi back to her homeland, Zelant."
Ernst's ending.
ノーマ、レヴィと共に帰郷。 紋章に取り付かれた現場である遺跡を再び訪れることになる。
"He returned home with Norma and Levi. Together they revisited the ruins where he acquired the rune."
Levi's ending.
エルンストの紋章の呪いを解くにはことの始まりから調べることが必要と判断2人と共に西の海を渡る。
"Claiming that investigating the origin of Ernst's rune is essential to solve its curse, he joined them and sailed across the Western Sea."
If someone can provide the exact wordings from the NA release, that'd be even better.