Zanado, the Red Canyon is a location in the Oghma Mountains of central Fódlan, near Garreg Mach Monastery. Zanado was once the home of "Children of the Goddess", as well as the Goddess herself. But their home was destroyed by Nemesis leaving only a few survivors.
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In the Azure Moon and Silver Snow routes, Rhea returns to Zanado to live a life of seclusion after stepping down as archbishop. Catherine, and her husband (if applicable) will accompany Rhea. Note that in the Silver Snow route, Rhea needs to obtain an A-Rank support with Byleth.