My honest guess would be the Balkans. He probably fled the area after the unrest and either doing horrible things (I hope not) or suffering horrible things. A fair number of people that survive and escape war zones never want to revisit that trauma and keep it quiet. I think this theory is also supported by his hedonistic attitude - just press forward and do shit, don’t care what others think because it’s a miracle you’re still alive.
I assume some immigration officer knows the truth and confirmed he wasn’t a war criminal, so if he wants to keep his past private, I’m totally fine with that.