I'm not aware of anything explicitly stating they were narrated in Medinah, but from all the scholars works I've seen, they seem to agree them to be Medinan, the hadith of Jibreel seen as towards the end of Medinah.
The evidences collectively indicate that too.
Islam as a deen, which these hadiths speak of, commenced in Medinah, not Mecca.
The hadith of Jibreel states Jibreel had been sent to teach them the deen - which he is doing as a summary of known notions - he could hardly do that even if we accept there was some deen in Mecca, as it was partial and limited especially in its communal dimensions.
Hajj was made obligatory around the 7th to 9th year of hijrah and sawm/zakat 2nd year of hijrah.
Whilst salat, zakat, sawm etc were mentioned in Mecca, they were individualistic, performed secretly or not at all... here the ahadith speak of all of them in a more collective capacity.
The hadith of Jibreel, where the companions are publicly sitting with the Prophet (saw) - rarely if ever happened in Mecca after Umar (ra) accepted Islam due to intolerance of Quraish.
Multiple hadiths include war which suggests Medinah:
In the two sahih books there is from Ibn Abbas, may Allah be pleased with both of them, that:
The Prophet(saw) said to the deputation from Abd al-Qays, “I order you to do four things: have iman in Allah, and do you know what iman in Allah is? [It is] witnessing that there is no god but Allah, establishing the prayer, producing the zakat, fasting Ramadan, and giving the fifth of the booty.”
Abdullah ibn Umar, narrator of the 5 pillars hadith, was born 610AD so would probably have heard this hadith in Medinah.
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