Where did guru Shukracharya live? Did he live in India or in some other country?
Shukracharya ‘is’ the guru of the Daityas and Danavas. He is the planet Venus, among the nine planets in jyotisha and ‘lives’ in his own Loka which is described below.
As per the Puranas, the world of Shukracharya lies beyond that of Budha. It is about seven hundred thousand yojanas from the earth.
O descendant of Kura, the Sun’s disc is a hundred thousand Yojanas from the earth (verse 1a). Beyond the abode of the Sun is the disc of the Moon. It is stationed a hundred thousand Yojanas (from the Sun) (Verse 23a). A hundred thousand Yojanas from the Moon high above shines the entire stellar zone (Verse 25a). Budha (Mercury) is two hundred thousand Yojanas above the stellar zone (verse 26b). Uśanas (Shukracharya) is said to be stationed two hundred thousand Yojanas beyond Budha.
-Chapter 38, Kaumārikā-khaṇḍa, Skanda Purāṇa
As I state in this answer there is a story of a Brahmin named Sivasarman who is being taken through the upper worlds in the same order as aforementioned, right upto the the abode of Lord Vishnu. They reach the world of Shukracharya after they cross that of Budha which the Vishnudutas explain as follows:
O Śivaśarman of great intellect, this is the wonderful world of Śukra. Kavi, the preceptor of Dānavas and Daityas stays here.
-Verse 1, Kāśī khaṇḍa Pūrvārdha, Skanda Purāṇa
Thus to the above will make it clear that the Shukracharya lives in his own Loka situated about seven hundred thousand yojanas away from earth.