[thejeff]

Except that the Mothers start their training in Avalon as Daughters. Then go out into the land as Mothers. That's all clear from the flavor text of the Mothers and Daughters.
A strict reading would require all three to be capital only.

The warden text actually says nothing about where they are trained. Only that they are the sacred guard of the Witches and that they've been enchanted.

I agree that the best reading is that they are all trained in Avalon, but if you exempt the Mothers, I see no reason not to exempt the Wardens as well.