Neixiang County (Neixiangxian) is in modern Henan Province.
"Sizhou Cheng" was not likely to have been in Lingnan, the region of modern Guangxi. Sichengzhou, perhaps another town, was there in Song times and later. The shop assistant may have guessed wrong but if so Bonze Dan (tactfully) doesn't correct him, just being happy to hear of Holy Aunt's existance and wishing to learn more. There is more to this than meets the eye. Professor Oda perhaps changed Sizhoucheng to Sichengzhou to make it fit this explanation, ignoring the possibility that the shop's owner just got them mixed up. The emphasis on natural human discourse, real reflection of fuzziness in communication. The original Chinese texts say Sizhou Cheng, and there is a legend of the "Sizhou Heshang" (Sizhou Monk) in the Songqian Xibai Nanbu Xinshu. (Cited in Lu Erkui's Cihai and of course larger dictionaries.) The legend of the Sizhou Monk and Sizhou Bodhisattva seem centered on Fuzhou. There is also a Sizhou on the Si River in Anhui, and that is likely to be it, but this is, after all, fiction. Han Chinese in their migrations to the south often named new settlements for their old homes in the north or coastal areas.
Red River is Dan (cinnabar,vermillion) Shui. The same magic formula can be read in the Taiping Yulan, Lyushi Chunqiu, a famous Daoist apocryphal source) almost word for word. Cited in CSCC, p88. This story places it in Neixian, Henan, as a remnant of an old transport canal. There are several rivers by this name in China as elsewhere.
Lu (Lyu 6060.0 umlauted) Chunyang: late Tang official and poet, known in many sources as Lu Dongbin, Lu Yan. Huang Chao's rebellion broke out under his tenure. Wandered off into the mountains. By legend, became one of the Eight Immortals. Some poetry of his remains. (Biography in Lu Erkuei's Ciyuan.)
Zhang Daoling, a scholar official of the later (Eastern) Han and founder of established religious Daoism. Famous from his "Five Dou Dao", from the payment (five cups of rice) he received from his students.
Yongxing: here a county in Hunan, established under the Song.