Where has Roger Chillingworth been?

Chillingworth has been help capitive by a group of Native Americans.

"I am a stranger, and have been a wanderer, sorely against my will. I have met with grievous mishaps by sea and land, and have been long held in bonds among the heathen-folk, to the southward; and am now brought hither by this Indian, to be redeemed out of my captivity.