Cavalcade is a human country in the other world. It is on the continent directly to the east of the one Shin Makoku is on, separated by an ocean There are many countries on that continent, including Cavalcade and Sondergaard. (Novel 2, Chapter 1)
Their upper class greets people by taking off their wigs and exposing their bald heads. Hyscliff greets Yuuri in this way.