Saurons stage is the Cove. The Cove is a beach and is right next to the ocean. The Cove can be seen as Greece. This is due to the the fact that at the left side of the stage, the ruins of the Parthenon can be seen, the Parthenon being a temple in Athens which is in Greece. The Cove also has rocks and mountains in the background in which can reveal that the mountains of Greece could be in the ocean thus meaning that much of Greece sunk to the bottom of the ocean. In the intro Sauron is seen in the Cove inside the waves eating a surfer which could mean that like Godzilla, Sauron emerges from ocean much like how Godzilla always travels from the sea into the mainland by going through the water.
How the Cove looks in game.
All information here was stuff I had come up with. All Primal Rage 2 information especially images have been brought up by me. Gruntzilla94 2016