Where is this Unexpected Event taking place?

This is just a random temporary bonus. It affects both you and your enemies, as evidenced by the All Factions heading. It is not an actual location on a planet, it just happened. There are quite a few of these, some of which affect all factions, and some that affect single factions.

It's on every system. Random events by default occur on all systems. They can occur on a select subset of systems, either random or your choice, but it will be explicitly stated in those cases.

In case you're ever unsure or if you want to see what modifiers your empire has, when you open the FIDS/Empire panel, there's a button in the top right called "Empire Factors" that displays ... all of the modifiers on your empire.