i don't think it makes sense for him to be from Wano, though there are lots of coincidences like him being the God of Finance, and Wano being the country of Gold, along with Gandhi's general wanoesque esthetic.
The Ethanbaron family must have originated from one of the 18/20 unknown founding kingdoms, and Wano definitely isn't one of them.
Till we get more information, my headcanon will be that the original Ethanbaron's king's spouse came from Wano(a traitor clan from the Void Century perhaps?), and as such, it's tradition for members of the Ethanbaron family to have wanoesque names.
I think him having Shodai is all but confirmed.
Valkyrie being connected to Elbaf would be dope. Imagine if he and an admiral lead an invasion on the country