I think you can separate the sense of belonging that the various characters experience into two main groups: the women's love for each other, and the suppression they suffer at the hands of the male characters (particularly Rasheed) and from the governmental and social restrictions imposed upon them. Although Mariam is never happy living with her mother in the secluded hut outside Herat, Nana almost takes a male view of her daughter: Mariam is a possession that Nana cannot live without. When Mariam experiences the need to see her father's home, Nana recognizes that she will not be able to hold onto her daughter much longer, and she takes her own life. Mariam soon discovers that her father, Jalil, will not stand up to his wives and make a place for her in his home, and she is relocated via an arranged marriage to the much older Rasheed. Mariam finds that she is little more than a piece of property in her husband's household, and when he takes Laila as his second wife, Mariam is further pushed into the background. Mariam's hatred grows for her husband, but she eventually comes to accept Laila as a friend and companion, and Mariam's motherly instincts only begin to emerge when she bonds with Laila against the brutality of their husband. The birth of the children help to solidify the family somewhat, but the wives never feel an attachment to Rasheed's home. When their failed escape is discovered, Rasheed's punishment assures that they will make no further attempts to leave him. The women have few rights according to Afghan law, so they cling to each other in the hope that some change will come. Laila finds her true sense of belonging when Tariq returns for her, and they flee to safety after Mariam decides to take sole responsibility for Rasheed's death. Laila and Tariq bide their time, and when the Taliban's influence is finally eliminated, her love for Kabul and her home country guides them to making a return. Laila knows she belongs there, where her family's roots remain and where Mariam's memory is strongest.
Laila hears Mammy's voice, too. She remembers Mammy's response to Babi when he would suggest that they leave Afghanistan. I want to see my sons' dream... They'll see it through my eyes. There is a part of Laila now that wants to return to Kabul, for Mammy and Babi, for them to see it through her eyes.
And then... there is Mariam. Did Mariam die for this?... Did she sacrifice herself so she, Laila, could be a maid in a foreign land?