Is there somewhere we can make suggestions? A gay bath house would be appropriate.
Check this link... it is a list of abandoned places in Chicago & vicinity.
Apparently some of the Union Station in Chicago was available in 2016.
Several churches... including in Hyde Park area.
https://www.thrillist.com/lifestyle/chicago/abandoned-buildings-for-urban-exploration-near-chicago
I vote for the bottom of Lake Michigan. There’s a spot about 900 ft from the surface that would do nicely. No trees, little traffic, and plenty of fresh water.
Nairobi Kenya sounds like a winner. Cheap labor and plenty of locations to choose from.
There’s a neighborhood in Baltimore that could use some improvement. Just add lots of apartments in the facility.