It's been a while, so I may not be remembering correctly, but I think "Native Son" takes place entirely in Chicago. (Maybe I'm interpreting "Southern literature" too narrowly. Could be a moral atmosphere as much as a social milieu.)
You are right on all points! It was listed here probably because Richard Wright was from the South himself, but the novel doesn't take place there. As I said in the description, the definition of Southern literature is a bit hazy. Should Uncle Tom's Cabin be included even though Harriet Beecher Stowe was from the North?