From A Wiki of Ice and Fire
The Axe is a peninsula on the northern coast of Essos that juts into the Shivering Sea. It is located southeast of Lorath, east of the Hills of Norvos, north of the Darkwash, and northwest of the Forest of Qohor.
The Axe is said to have been the original home of the Andals before they moved to Andalos. Gold and amber from the Axe flow into Dagger Lake by way of the Qhoyne and its tributary, the Darkwash.