Sin of Maraj is in sort of the southwest corner of the map. Directly north is Blackhawk, northeast is Wild Plains, and further north is Merlantis. Shentang is to the east and Leonis Empire is to the southeast.
So look for those kingdoms then look around it, if you still don’t see it, that’s weird… I know the kingdoms sort of unlock in a given order, and you can only “see” about one “layer” past where you’ve unlocked. So maybe you haven’t unlocked all kingdoms?
Unless maybe, are you on Switch? “To help you catch up”, Switch is in a time warp and does not have all of the content that the rest of the game has. Maybe Sin of Maraj hasn’t released in the Switch time warp yet. It’s the last kingdom that was released before the Underworld showed up, so that’s a possibility.