>>34363149
There's a lot of reasons to suspect that's the case. The big one is the Hearn-Yakumo thing, a foreigner who changed his name, and Maribel/Yukari who share this name connection, similar abilities and appearances - and Merry's origins are very hazy except that her name is obviously not Japanese and she comes from a lineage of sorts.
There's also the fact that blonde hair wouldn't be common in Japan, let alone the Japan of thousands of years ago, and she's 'at least' over 1200 years old. And while that can be explained as Yukari modifying her appearance, it's still worth taking into account. We also have reason to believe she's changed ner name since then according to Perfect Memento where the chronicle mentions someone like Yukari but doesn't use the name.
All in all, it's likely she's not Japanese, plus no culture really has a "gap youkai" so where she sprung up from is also a mystery.