Nirvana as a term came from this forum when it was first created, and it was used in the sense of a sort of different level of collecting.
How they were discovered really varies from country to country. In the early days of collecting on the internet (pre-2000), much less was known. From what I understand, the community was much smaller and UK and European members were few and far between, but nevertheless some had had Nirvana ponies from childhood or found them on the second hand market. Knowledge about them was built up over time as more were found.
Some ponies have countries on their feet, which helps with identification, but others do not. Some of the ones with no country on their hooves have been in the community a very long time, but only in recent years have been able to connect them to their country of origin as new markets opened up and more people started selling on ebay. There are some we still haven't been able to definitely confirm yet (though we may have suspicions).