Lightray:
Actually, that’s no longer really true - someone looking exactly like that LSH’s Kid Quantum (including the Legion logo on his belt) appeared in Countdown: Arena # 4 as one universe’s version of Captain Atom.
No, it’s not - they were seriously confused about why she thought she knew them. If they were from another universe, it wouldn’t have been ‘wtf is she talking about?’ it would have been ‘heh, she thinks we’re our doubles from another universe’.
Karate Kid doesn’t know why he doesn’t know who Red Arrow is. He and Una don’t know why they don’t know Supergirl. Starman never babbled anything about changing universes, save for mentioning Earth-22 during the Lightning Saga, and then rather lucidly (for him) explaining the mapping of the Multiverse.
Unless this is the same situation as the Pocket Universe, and they’re accidentally crossing universes, without realizing it - highly unlikely, given all the evidence - they’re not from a different universe.
It would be similar, if there were any indication at all that Val, Thom, or Una have any idea whatsoever why things are different than their history records - but they clearly don’t.
Val, in mocking Roy, didn’t say ‘in my world, you’re a nobody’ - he said ‘the histories never mention a Red Arrow’.
Starman’s segue into explaining the mapped Multiverse is ‘The Future? That’s where I’m from, not [Superman-22].’ Of course, Thom’s crazy, but he’s been shown to know what’s what, despite his strange way of articulating it, and rather skewed emotional responses.
Val and Una, after Supergirl leaves them, give each other a confused, rather than amused or knowing, look.
The lack of any mention of crossing universes, save for Thom’s side-trip to Earth-22, despite numerous mentions of their time-travelling, also argues against it.
All of the current evidence is for them being of this universe. Just a different time-line than the current Legion.
Sidenote - I can’t believe I’m arguing this, as I argued the opposite side during the Lightning Saga, and got somewhat frustrated as each bit of canon evidence came down against that interpretation.
I admit it is probably wrong. I just like it. I would make so many things easier to handle IMHO. But I don’t get paid to write the things, so what do I know. 
Starman mentioned meeting three Legions, or the Legions of Three Worlds.