I had some doubts on the fact that Fei could be lamb since during the "subconcious cutscene vortex" of disk 2 (when Fei's personalities merge together) the begining "our's was an ordinary family..." is in a Lahan's style house and seems to be on the surface.

Perfect works is quite clear then : Khan's from Shevat (p158, 161 of PW) and Karen is from Nisan (written in several places, e.g. p 167 of PW). Khan and Karen meet each other in Nisan and it is not mentioned whether they marry in Shevat or Nisan (i would assume in Shevat). It is still explicitely mentioned (p 167 of PW again) that Fei is born in Shevat, and they quickly come back to the surface after -this explains the CD2 cutscene-. It thus depends on the way you look at where people belong :).

If you think people belong to where they were born he's then from Shevat, if you'd rather say people take mother's nationality he's from the surface, then. In Shevat was like France he would even be both from Nisan and Shevat (double-nationality) :).