The Warrior's Cage.
According to Evelyn, it was a place where underground fighters would come together and duel in a ring. Angelica usage was allowed, and death was a common occurrence. The audience would bet on the winner of a battle, and those who guessed right will obtain the other side's bet money. The actual victor of the battle, on the other hand, would be paid by the organization who administrated the Warrior's Cage. They didn't have a specified name, but they were quite rich and powerful in the underground.
Finn was brought here by Evelyn as a competitor. He didn't want to at first, but after being told this would help him gain new Angelicas, he succumbed. She knew about his secret, which wasn't a surprise considering how deep her information network ran. This made her a possible threat to Finn as well, however. If she ever chose to betray him, he would be in deep trouble—all the more reason to attempt to get her on his side.
