Upvote:4
No. The Schengen Visa Code requires visa applicants to apply in their place of residence. There is no requirement to arrive in the Schengen area directly from your place of residence.
Your plan is not only permissible; it is the only plan allowed by the Schengen Visa Code.
(There is an exception for circumstances that make it impractical to apply in your place of residence, but it does not apply in this case.)