LogFAQs > #973882962

The snow mountain isn't its own nation, it's technically Mondstadt but kind of a wildcard area that is disconnected to it (doesn't have wind oculi to collect etc.). Besides Sumeru all of the nations have one of these. You'll actually need to do Inazuma's (place called Enkanomiya) for Yae even though it's side content.

And yeah the exploration is kind of a big problem but it's the worst for Inazuma which you can't even get to without doing the main story. I had to deal with this when I started with Raiden but I totally forgot how much worse Yae's stuff is to get. You'll want to prioritize the main plot until you unlock that.