Well, the loading screen says "Somewhere in Eastern Europe", so, unless the character made a journey across either the Atlantic ocean, then across to eastern Europe, or by the Pacific ocean and all the way across Asia, then I think you'd have to make the person come from a prison that is actually somewhere in Eastern Europe, if you're allowed to actually make the character in the first place. Now, for a more on-topic response. I think for somebody with military training, you might need an authorisation, because apparently the Combine killed off most, if not nearly all military/ex-military personnel.
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