OK, looking at the Citadel FAQ, I guess I meant north of the Caspian sea rather than Yerevan. They really were far, far away from us and spawning there would have been a major disappointment as we would have had virtually no interaction with them. I did not do any reloading to get them close to us, but am happy they came where they did.

I've updated the FAQ to say waves 2 and 3 appear where wave 1 came.