This set was originally purchased in 1999 in Sri Lanka. This is a most unusual set, as the knights are peacocks and the rest of the pieces are deity pieces, e.g. small Ganesha figures for pawns. The pieces are made of local hardwoods. King size 14.5 cm, pawns 9 cm.

Hinduism is prevalent in Sri Lanka as well so there’s that.

Peacock is the national bird of India. Pawns represent Hindu God Ganesha, said to be the remover of obstacles. What’s shown as the queen is another God Murugan/Skanda (brother of Ganesha, both sons of Shiva)

Also, an interesting connection that could explain the peacocks- Hindu Gods have celestial vehicles/animals and the Peacock is the vehicle of Murugan. The Bishops look like it’s a devotee or priest singing a hymn in praise of god, with the raised right hand. The rooks look like a structure in Hindu temples.

In conclusion, a set themed on Hinduism carved in Sri Lanka or India. Sri Lanka is plausible considering it was purchased there.

Thanks to Holger Langer and Vikhram Ravi for the description.