30709 North Burgess Avenue as Lex's Mansion (interior)
Alex is escorted through the massive mansion by Mrs. Queller to Ruby.
Source: chefbk11 — Twitter via What's Filming
“Shelter from the Storm” Filming Locations
After learning about Reign's hunt for Ruby, Alex defends Sam's daughter while Kara and J'onn search for answers from Sam's mother.
Supergirl episode “Shelter from the Storm” was filmed in Langley in Canada.