It is very possible to find the origin. It's called triangulation. One was tracked down to an RAF base on Cypress, another near Moscow. It's the perfect way to talk to spies, as all they need is a common short wave radio.
Yeah it would be to guarantee getting a signal from over the ocean or whatever. You can broadcast hundreds of miles with ham radios though and there are also repeaters that can relay signals. So it's possible that some of these are agents within the US using basic equipment to communicate with each other.