At the end of Wolf Quest, Aleu takes the 'clan' to Russia.
After watching Balto III: Wolf Quest the first time, the question of where Aleu took the clan at the end poped into my head. After watching it a few more times, I decided to try and figure it out myself since I figured the producers would never say.
After a little bit of reserch, I came to the conculsion that the only place they could have gone was to Russia. It was the only logical place there is that they could have gone to.
If the picture above you can see Nome clearly marked on the map. Along with it is what I've guessed Aleu and Balto's trail was over. You can (kind of) see a river along that path, too.
Along with that, I have marked the probable path that Aleu led the clan through the Bering Strait.
So there is my reasoning as to why I think Aleu led the clan to Russia in the end.