Where exactly Shirdi Sai Baba was born is unknown. Sathya Sai Baba was born in the village of Puttaparthi (Andhra Pradesh), where he founded his main ashram. In one of the predictions, Sathya Sai Baba talked about his future birth as Prema Sai Baba in the village of Gunaparthi (there are also predictions about the village of Doddamallur).
Some devotees tried to find out from Sathya Sai Baba the details of the location of the village of Gunaparthi, since no one could find a similar village on the map of India. Answering these questions, Sathya Sai Baba stated there was no such village, yet. However, after the birth of Prema Sai Baba, a village would be built in the state of Karnataka where Prema Sai Baba would live, and this village would be called Gunaparthi.
According to legend, in ancient times, the god, Shiva, said he would take on a human form, having been born three times in the family of the sage, Bharadwaja. According to this legend, God Shiva incarnated as Shirdi Sai Baba (1835-1918), God Shiva and Goddess Shakti together incarnated as Sathya Sai Baba (1926-2011), and Goddess Shakti incarnated as Prema Sai Baba in 2012.
In considering this mythological story, I ask myself several questions. Does the Avatar belong to any religious tradition or ethnic culture? What if God is beyond religion and ethnicity? Should we interpret the three Sai Avatars solely from the point of view of Hinduism? Again, I don’t think so.
Each person can perceive the three Sai Avatars from the point of view of any religious tradition; for example, from the point of view of Christianity, Islam, Buddhism, Judaism, etc. People associate Krishna with Hinduism, considering him a Hindu. Obviously, the physical body of Krishna was Indian, but the reality of his consciousness was beyond the illusion of the manifested universe, beyond religion and ethnicity.
Jesus Christ is associated with the Biblical tradition and Jewish nationality. However, the consciousness of Jesus Christ was beyond the manifested illusion, although the body completely belonged to the Semitic ethnic group.
Let's get back to the legend of the three incarnations of Sai. According to the story, Sathya Sai Baba was the incarnation of the god Shiva and the goddess Shakti.
In this life, I am a Christian. Among my friends there are Hindus, Christians, Muslims, Jews, Buddhists … all of them are also devotees and followers of Sai Baba. Can we think about the meaning and mission of the three Sai Avatars not in the terminology of Hinduism, but in the terminology of Christianity, Islam, Judaism and Buddhism? Yes, because the three Sai Avatars are a universal phenomenon that does not belong to any religion. God is beyond religion being the source of all religions.
If you intuitively feel the three Sai Avatars are indeed incarnations of God Shiva and Goddess Shakti, great. However, if it is closer and more comfortable for you to interpret the three Sai Avatars from any other point of view, in the context of any other religious tradition, then that is your right.
In most religions, there are predictions that in the future God, or a messenger from God, will incarnate on Earth with a special mission of spiritual transformation of mankind. Christians are waiting for another birth of Jesus Christ, Buddhists are waiting for the birth of Buddha Maitreya, and Jews are waiting for the coming of the Messiah.
Hindus say that in the future Kalki Avatar should be incarnated, who will become the tenth incarnation of the god, Vishnu. In some areas of Islam there are predictions about the birth of a divine prophet in the future; he is called Imam Mahdi.