I used to think of this as a kid, except specifically with regards to Asians. I had a short-lived hypothesis that east Asians (Chinese, Japanese, Korean, Vietnamese, Thai, Cambodian, Mongolian, Laosian, etc.) evolved separately, at least partially, from some species of ape native to eastern Asia.
By my reckoning at the time, 'white' Europeans and 'black' Africans were similar enough to have both come out of Africa - so where your question specifically is regarded, Europeans would still have come out of Africa. I later found out (some time in the '00s) that there was, in fact, an "out of Asia" hypothesis expounded by Ernst Haeckel which had competed with Darwin's "out of Africa":
https://en.wikipedia.org/wiki/Ernst_Haeckel#Asia_hypothesis… Although this simply places the origin of humanity
in general in Asia, but uses a similar rationale to my baseless youthful thought that Asians could have been partly derived from separate primates.
Anyway, I don't really particularly care about this topic now, so I'm just going to refer you to Wiki:
https://en.wikipedia.org/wiki/Multiregional_origin_of_modern_humansI consider the matter long-settled (
it's "Out of Africa"), but if you want to read some about existing speculation along the lines you've described, that last article is, I think, the appropriate one.