The Western Liang (西凉) / Western Zhou (西州) kingdom in Goodbye My Princess is fictional. This name has been overused in folk tales to mean any country to the west. However, their clothes and hairstyle look like a mix of nomadic and Central Asian cultures.

In Chinese forums, there is a theory that the Danchi (丹蚩) represent the Gokturks (古突厥), and another theory that Western Liang is based off of Southern Liang (南凉). Upon research, I found out that in the original novel, Qu Xiaofeng is described as half Gokturk and half Western Liang (again, not a real country in this context).  Xiaofeng's mom is named Ashina Yun. Ashina is a very famous Gokturk clan, so we can confirm that her mother's side is Gokturk. Mystery solved.

I believe Qu Xiaofeng's story is inspired by Queen Tufa (秃发皇后), whose personal name is unknown. She is ethnically Xianbei (鲜卑). She is a princess from the Tufa clan of the Southern Liang state, during the Sixteen Kingdoms period. She married Qifu Chipan (乞伏炽磐), known as Prince Wenzhao of the Western Qin state (西秦). She was later promoted to Queen. Unlike Li Chengyin, he was not ethnically Han. He was a Xianbei.

Southern Liang bullied Western Qin, just like the Danchi did to Li Dynasty. Qifu Chipan did kill the Tufa family, but the ending is different. Eight years later, Queen Tufa and her brother Tufa Hutai plotted revenge. However, their younger sister (also married to Qifu Chipan) ratted them out, and they were executed in the end.