Where did Neanderthals and Denisovan Man come from?
The topic is reviewed in a freely available Nature article, from which the figure below (I have added the labels ‘Hominid’ and ‘Human’) is taken. As can be seen it is thought that the lines leading to the ancestor of Neanderthals/Denisovans and that leading to modern humans diverged  before humans had left Africa; and that the lines leading to Neanderthals and Denisovans split from their common ancestor subsequently.

You will notice that the article refers to “modern humans”, rather than Homo sapiens, presumably because this terminology is confusing, whereas the picture is clear.