Paris, France.
Unfortunately, there weren't a whole lot of safe places around. Earth and Purgatory were technically labeled as the neutral realms, however Earth was in more of a 'No-man's-land' sort of situation. Although it didn't belong to Heaven or Hell, it was historically used as a battlefield between the two. And Purgatory was off limits to everyone except for the dead. So the only places they could really hide were either: a pre-established common ground where fighting was prohibited, or somewhere that had been heavily warded with spells in order to keep angels and demons out. Atticus had enough time to cast a weak warding on himself, but it would have to be renewed every twenty-four hours. Warding an entire building would take a lot more time, effort and persistence, so he had settled for the easier option.