its located somewhere
They are very hot stars.
Alpha Pavonis, also known as Peacock, is a blue-white star located in the HR diagram's area corresponding to hot and luminous stars, specifically in the upper left region where blue supergiants are located.
Of course they are on the HR diagram. They are simply not on the main sequence.
The HR diagram contains only stars - so everywhere.
nebula
The Helix Nebula is a planetary nebula located in the constellation Aquarius, while the Ring Nebula is a planetary nebula located in the constellation Lyra. The Helix Nebula appears more like a disk or helix shape, while the Ring Nebula appears as a ring or donut shape due to its orientation.
HR diagram
The red dwarves.
Up at the top right. If you look on the Australian Telescope National facility website, their HR diagram shows this clearly.
I'm not completely sure, i think it is located in the eagle nebula.
The main reason that the HR Diagram is so useful and important to scientists is, you can tell the size of the star by plotting it on the HR Diagram. The different sizes of stars form a pattern on the HR diagram.