What matters here is that YOUR nation is in first. You can travel to any nation in first place, but if it isn't your nation you can't find it in the list of scrolls that are for sale.
I thought it was purchased at whichever nation is in first place till I tried to buy it outside my nation. It was not available. I'm from San d'Oria and I have seen it in the shop before when we were in first place.