Where does my last name Mahia come from?

Just like any other surname it is a word and ALL words come from languages, not countries.

I am assuming by 'Native' you are American and are talking about Native Americans, native Americans didn't use surnames, all their surnames came from European settlers and the languages they spoke where a surname/word was taken from that language as a surname........ you do not surname hunt to find ancestry, you hunt for the individual records of the person and follow the record trail which takes you back one step at a time and proving via records each and every individual person.

Many words/surnames are a variant of words from various languages, in the English language we still use words thought of as English language words, like computer, forum but they are Latin, not originally English language words at all and Latin is important as many European languages are based on and developed from the Latin language

The earliest records for this surname are 17th century and baptisms in Belgium, languages spoken there are Flemish, French and German, it is also a surname used in Spain, so every Spanish speaking country like Mexico, Argentina, etc people would have used this word, in either Belgium or Spain or the other European countries people of this name lived, it doesn't mean your ancestry is from there, it means at best whoever in your ancestry took the word was likely to have heard, spoke or was influenced by a European language

Espana , Spain

Your parents