I think you could make a case for using either adjective form, but if you choose to go for the single adjective, here's an excerpt from Xer's Guide for Eldritch Design and Etherian Grammar.
Westlock
Adjective form: Westlockian
Note that Westlock is made up of four provinces, each called a March (South March, West March, North March, East March). Citizens of the provinces sometimes refer to themselves based on that (South Marchman, West Marchman, North Marchman, etc.), rather than calling themselves Westlockians.
Ivarium
Adjective form: Ivarium
Note: Ivarium sees itself as the successor of the Pellian Empire (precursor to the current Westlock/Ivarium/Sortilege balance of power). Sometimes Ivarium uses the adjective Pellian when they refer to their culture or heritage.
Sortilege
Adjective form: Sortilegian
Salenia
Adjective form: Salenian
Note: Salenia encompasses several cities that were once part of the Pellian Empire (and now many have been annexed by Ivarium). Each city has its own culture, so most citizens refer to themselves by their city affiliation, not as part of Salenia.
• Delias (near Westlock) — Adjective form: Delian
• Atticara (near Ivarium) — Adjective form: Atticaran
• Iklosas (south near Viridian Sea) — Adjective form: Iklossi
• Meladon (free city) — Adjective form: Meladonian
Anvil Throne
Adjective form: Anvillian (rarely used)
Note: The Anvil Throne is a very homogenous place, almost entirely composed of Dwarves. For that reason, the adjective generally used is “Dwarven”
Blood Wave
Adjective form: Bloody (I joke!)
Note: The Blood Wave is a catch all name for the loose affiliation of tribes (orcs, goblins, trolls, giants, ogres) who live on the Terevian Peninsula (the western end of the continent). So technically, the right adjective is “Terevian. In practice, individual races names are generally used “orcish”, “goblin”, “ogrish” — similar in nature to how “dwarven” is used to refer to the Anvil Throne.
