Caern-Brigantae is Aldborough in northern England. The Romans called it Isurium Brigantum - see here. Under Roman rule it declined in status and the major city in northern Brittania became Eboracum (York). Aldborough is a very small village today, so you may be better having Bidborough, which is a small town about 1km away.

Persepolis is in modern-day Iran, although it is in ruins (it is a UNESCO World Heritige Site). The nearest major city is Shiraz, which is about 70km NE of Persepolis.

Gebai may well be Esfahan in Iran, since they geographically match up and Esfahan was the capital of a major province in the Parthian empire around the time EB is set (so Wikipedia says).