The correct answer is option 2: Southern Odisha. `Kandhamal Haldi` is a variety of turmeric that has recently received the GI (Geographical Indication) tag. GI is a form of intellectual property rights granted to products that originate from a specific geographical region and possess qualities or characteristics unique to that region.

The term `Kandhamal` refers to a district located in the southern region of the Indian state of Odisha. This district is known for its rich biodiversity and unique agricultural practices. The `Kandhamal Haldi` variety of turmeric is cultivated by the local farmers in this region and is renowned for its medicinal properties.

It is important to note that the other options mentioned in the question are not correct. North Bengal (option 1), Sangli in Maharashtra (option 3), and Alleppey in Kerala (option 4) are not the indigenous regions for `Kandhamal Haldi`. The correct answer is Southern Odisha (option 2).