Yes, Persia. The hagiography on the OCA website reads thus:
"Saint Razhden the Protomartyr was descended from a noble Persian family. When Holy King Vakhtang Gorgasali married the daughter of the Persian king Hormuzd III Balunducht, the queen took Razhden with her to Georgia.There was a post by Fr. Stephen Freeman on "What an Icon Says" a little bit ago--I find it stunning that, in spite of the fact that we're all called to live "life as Eucharist and icon," this man was granted the grace and the amazing honor to be a literal icon of Christ, bearing witness to his Lord's Passion and propitiatory death through his own crucifixion. My wife gave me a copy of Daily Lives, Miracles, and Wisdom of the Saints and Fasting Calendar by the Orthodox Calendar Company (highly recommended), and the hagiography there (the one I noticed in the first place) says that, when Razhden died, "Suddenly the sun was hidden, and at night a terrible storm began. A heavenly light shone on the martyr, which so terrified the guards that they fled."
"In Kartli Razhden converted to the Christian Faith, and King Vakhtang presented him with an estate and appointed him as a military adviser and commander.
"At that time Georgia was under heavy political pressure from Persia. Enraged at King Vakhtang’s clearly Christian convictions, the Persian king Peroz (Son of Yazgard III.)(457–484) attacked Georgia with an enormous army. His accomplishments in this battle earned Razhden his distinction as a brave and virtuous warrior.
"Before long the furious King Peroz ordered that 'a certain Persian aristocrat who had converted to Christianity and survived the battle' be taken captive. The Persians surrounded Razhden, bound his hands and feet, and delivered him to their king. Peroz received him with feigned tenderness, saying, 'Greetings, my virtuous Razhden! Peace be to you! Where have you been all this time, and for what reason have you turned from the faith of your fathers to confess a creed in which your fathers did not instruct you?'
"Razhden fearlessly asserted that Christianity is the only true faith and that Christ is the only true Savior of mankind. King Peroz tried to conceal his anger and cunningly lure Razhden to his side, but his attempt was in vain. Convinced that his efforts were futile, Peroz finally ordered that the saint be beaten without mercy. The expert executioners trampled St. Razhden, battered him, knocked out his teeth, dragged him across jagged cliffs, then chained him in heavy irons and cast him into prison.
"When the news of Razhden’s suffering and captivity spread to Mtskheta, the Georgian nobility came to Peroz and requested that he free the holy man. Peroz consented to their request, but made Razhden vow to return.
"Razhden arrived in Mtskheta, bid farewell to his family and the beloved king Vakhtang Gorgasali and, despite his loved ones’ admonitions to the contrary, returned to Peroz. The Persian king tried again to return Razhden to the religion of the fire-worshippers. But seeing that he would not be broken, Peroz instead ordered his exile to a military camp at Tsromi in central Georgia. Then he secretly ordered the chief of the Persian camp to turn him away from Christianity and to execute him if he refused. 'Your flattery and bribes are insulting to me. With joy I am prepared to endure every suffering for the sake of Christ!'
"Razhden replied to his appeals.
"'If he hopes in the Crucified One, then he also is fit to suffer crucifixion!'
"Such was the Persians’ verdict. They erected a cross, crucified Christ’s humble servant, and prepared to shoot at the pious man with bow and arrow.
"'Into Thy hands, O Lord, I commit my spirit!' were the last words of St. Razhden.
"That night a group of Christians stole the Persians’ cross, took the holy martyr’s body down from it, and buried his holy relics in secret. A few years later Vakhtang Gorgasali translated St. Razhden’s relics from Tsromi to Nikozi (in central Georgia) and interred them in a cathedral that he had built there not long before. Holy King Vakhtang later erected churches in honor of Georgia’s first martyr in Ujarma and Samgori in eastern Georgia."
Holy martyr Razhden, pray to God for us.