Traveling Vampires?

OK recently re-watched season 2 and couldn't help but wonder exactly where Madeline & Claudia were planning on going after Paris? I haven't read the first book (and don't plan on it), but I doubt this little tidbit is in there after finding out how different the show is. I've read TVL, Queen of the Damned, The Body Thief, and Memnoch, but can't stop thinking about this part of the show. At any rate, any suggestions or info on where they might have gone?