"My father lives in a foreign country."
It doesn't really sound natural because the tendency is to put the topic (marked by は) at the start of the sentence like in english.
True, but this is Japanese, and it is perfectly readable (well, as good as I am at reading Japanese ) either way. I do admit that if one translated it directly in the same structure, it would sound a bit like Yoda. "In a foreign country, my father lives." But that is true of almost every sentence translation.