Movies Filmed at Hycroft Mansion1489 McRae Ave, Vancouver, BC V6H 3K3, Canada
Built for General Alexander Duncan McRae in 1909, the mansion currently is home to the University Women's Club of Vancouver. A Vancouver heritage building.
Capitol Building (interior) 
Flynn meets with McCarthy and tells him that he has important information on Communist spies in the city in episode 1x16 “The Red Scare”.
Source: lemon_buzz — Twitter
In the present day Lucy and Wyatt meet with Ethan Cahill who is now much older. He tells them that he kept up his end of their bargain in episode 1x16 “The Red Scare”.