It's a Souls game, they will never tell you directly that Lordran is Drangleic, but they strongly suggested that. The first flame is there (The last Sinner tried to light it), the souls of Lord Gwyn, Sith, Nito and the witch of Izalith are there, the servants of Nito are there as well, you can see the remains of an everlasting Dragon, you know that many kingdoms have risen and fallen in that place (Lordran being the first), the remains of the Lord Vessel are there, the remains of the abyss are there... and so on.
The Vinheim theory was one of the first that was discarded because the description of the ring said "This ring was used in the same land where Drangleic is now", the ring was made in Vinheim but we know for sure that it was actively used in Lordran since we were the ones who used it.
Still, Drangleic is another land, but that's because nobody knows it's Lordran.