Truth be told I just searched the internet for "pictures of brothels" and picked the right one! But below in the comments people said that it felt like the action was taking place in St. Petersburg, so why not? I'm not tying the location to anything specific, so all options are good!
Aaand good/happy ending is not here! That's the point of the novel I guess haha!
Anyway thank you! My second game is just going to be a little more geared towards romantic endings (but of course the degree of horror and blood there won't diminish)