"You are from there?"
Translation:Tu vieni da lì?
Urg, good question! I will explain you a couple of other things before.
"Sono DI Roma." (not sono DA Roma, unfortunately we use a different preposition here)
"Sei di là?" wouldn't be understood as "do you come from there, are you from that place" but rather as "Are you in the other room?"
That's because we use "DI" instead of "DA" as you that we have this misunderstanding, and we don't ask "sei di là?" to translate "are you from there?"
To express that concept, we must ask "Vieni da lì?" (Maybe "Sei di quel posto?" could be another possible solution, but not very literal as well)
We can ask "where are you from?" in two ways: "Da dove vieni?" or "Di dove sei?"
Thanks Marzia, you're always excellent help :) -- This is probably a question you could put in your FAQ, as I have seen more than just me struggle with it. Just out of curiosity, for your last sentence - When speaking to a native, is there a context/situation where "Da dove vieni" differs from "Di dove sei"? Is there a preference as to which one is used?
"Di dove sei?" could be asked more on a local/national level, "Da dove vieni?" in a national/global level. But being honest, they are almost equivalent. Probably "Da dove vieni?" is a bitter more polite, but, really... I think you can use the one for the other in almost any situation. :)