I hope you don’t mind me answering this publicly – I want to tag in some people who are more knowledgeable than I. @eupheme-butterfly and @theheadlesshashasheen would be my first two recommendations; they know all kinds of things I don’t.

Hekate is, iirc, generally regarded as a Thracian goddess. I’m not a history buff particularly, but as far as I know Thrace is the region where Bulgaria, Turkey, and Greece come together. I don’t know how “Greek” Thrace was considered in ancient times, because as I mentioned history isn’t my thing and that’s why I tagged smart people, but Orpheus is supposed to have been Thracian, and I thiiink some of the Orphic/Dionysian mysteries have roots in Thracian myths, or some other connection to Thrace. 

I don’t know how other people decide which version of the mythology to take into their practice. They might feel most attached to a particular interpretation, time period, or geographic location. They might accept that all versions are true and kinda dip in and out from one situation to another. They might get involved in mind-bending mystery religions that render this a non-issue. I really don’t have any idea what the decision-making process is like for other people. I haven’t exactly made any sort of systemic decisions for myself – I go with what’s … hm. With what fits best for me/what best connects to other things. 

Okay, before we get into Hekate and her origins, let’s talk about the barbarians:

The tribes that the Greeks called the Thracians started migrating into Europe somewhere between 7,800 and 5,800 BCE (according to Dan Attrell in Dead Kings and Savior Gods) out of Anatolia. They spread all across the Black Sea, and into the Russian steppes. Others spread down the Danube almost to Germany. Telling the difference between these tribes, those that arrived later following a similar migration point, is terribly hard. In some respects, the Thracians, the Scythians, the Germanic tribes, and even the Celts are very similar, especially in regions where their interactions overlapped.

But the Thracian tribes in the Black Sea are fascinating. They either got along very well with Greek colonizers, or they took to what they had always known and had brought many tribes to Europe in the first place: piracy. Others, more inland, became expert blacksmiths – their forging has been found in Ireland, Germany, and Rome – and mercenaries who supplied troops to many major conflicts in the ancient world. For a price, you could have a Priest-King of Sabazius fuck up your enemies. Some tribes (particularly in Bulgaria and Romania) spoke old Iranian, and their Gods go back to Anatolia.

It is from Anatolia that Hekate likely comes from. But chances are that strands of the deity’s cult melded with others; Thessaly, for instance, was viewed as quasi-barbarian in the outlook of its people, and fictional depictions of Hekate and her cult are often from there.

But… is Hekate a Thracian Goddess? That’s a problem, according to Anomalous Thracian, to answer. Bendis certainly is, and is similar. And there are a lot of Goddesses who were similar in the barbarian world. But when the Greek writers tended to encounter them, they often mangled the deities together. It is even harder to make sense of barbarian Goddesses, despite the fact they probably influenced religious cults in colonies across the Black Sea, than it is male barbarian deities.

I don’t know if this answers any questions, but I hope it helps?

You always help – and thank you much!

I’ll second a likely Anatolian origin, though things get pretty muddy back that far. And I know Georgi Mishev favors the Bulgarian origin.  
The site at Lagina goes back to at least the 5th c. BCE, though they have yet to confirm that it was still dedicated to Her at that point in time.