My choices are:
1: A
It makes the most sense to me, and we could write some fun lore with her relating to others on Feylund. The original design was done around this sort of thing anyway, and the design is in a good spot. The fact she works well with the Elves too is another fun nod. This planet has the most to options in regards to writing, and since this planet is mythology central, why wouldn't there be Nymphs?
2: D
We could do a similar thing as with A but change it up a little. I'm still not entirely sure what exactly Arctorus is, I don't think I've ever read an explanation as to what the planet is like beyond lots of sci-fi stuff is there. But there is enough diversity on the planet that I don't see this character being out of place.
3: B
This one is pushing it. She's bringing a lot more elements to the table as a mutant than Motley Max does. And I'd rather we didn't try to push the boundaries for what could work here when we don't know VC's stance on it nor what they plan to do with the setting and future units. If 2210 is basically mirroring Risk 2210 then I would like to see any and all lore for that game so we know exactly what is happening on there. So far all I've seen is a map which isn't enough. However I can be sold on it if these bases are covered.
4: C
I just can't see her being from Marr. Everything on Marr is some kind of humanoid animal, where as this mini looks more human with animal elements, if that makes sense? The fish elements of the figure aren't strong enough to sell me here.
EDIT: Found
this article where Rob Daviau talks about the story of Risk 2210 since it was never published. Seems to be mostly about robots and mentions what is likely New Atlantis just being somewhere to avoid robots. No genetic modification stuff seems to be involved otherwise it would of likely have been discussed. And from looking up the game more, Motley Max's nuclear wasteland is likely from the game's mechanic where at the start of the game, 4 areas are randomly chosen to be nuclear wastelands and are no-go areas.