Vincent and Jocelyn were two young wesen of the Gluhenvolk species, thought to be an extinct race. The Gluhenvolk were of reptilian stock... and had been hunted for their luminous blue skin.
And Jocelyn was pregnant with another.....
After Nick, Monroe, and Rosalie saved them from a wesen seeking to skin them all, Vincent and Jocelyn planned to head to Alaska where a small community of Gluhenvolk still lived.
I'd like to think those wesen lived somewhere in the nearby environs of Cicely, Alaska, the town we know from 'Northern Exposure'. I think there was something about that magical hamlet which would be quite welcoming to the young family.....