As I was saying, send the heroes and the villains in two completely different directions. Adds to the comedy... and the length of the series.
I don't know what small kingdom they're talking about. If I had to venture a guess, probably something in the Holy Roman Empire... although, come to think of it, much of the comic takes place in and around the Holy Roman Empire, so that's not exactly defining much of a location.
 
    

When evil spreads across the land, and darkness rises and the monsters roam. When the creatures of the night make beautiful music, and the things that go bump in the night go bump with greater enthusiasm. When the world is in peril and is in need of a hero...

These guys are, sadly, the best the world can hope for. These are the adventures of the heroes of CVRPG. They mean well, they try hard, and occasionally they do the impossible...

They actually do something heroic.