How are the original stage settings and directions for Twelfth Night different from those for Pygmalion?

Twelfth Night is set in a mythical country named Ilyria. There are other unusual settings such as a ship. The time is not clearly specified.

Pygmalion is set in the early twentieth century in London, specifically in Covent Garden to begin; at 27A Wimpole Street for a majority of the play; and visiting with Henry Higgins mother for some of the play.