Residence in Store Brøndstræde or Lille Brøndstræde, Copenhagen.
Thiele I, p. 32 (“In the last year referred to  the family had lived somewhere in Vognmagergade”. Store Brøndstræde and Lille Brøndstræde were the largest red-light district in Copenhagen. Perhaps that was why Thiele chose to evade the truth and write “somewhere in Vognmagergade”, i.e. in the nicer adjacent street).
Carl Frederik Wilckens: Træk af Thorvaldsens Konstner- og Omgangsliv, Copenhagen 1874, p. 57 (“Now that we are close to Brøndstræde, where your parents have also lived, don’t you want to go there?” I asked Thorvaldsen when we had come out into the street. “Certainly!” he answered. We had hardly entered Brøndstræde when he recognized the place, but when he wanted to approach it, I had to hold him back because I saw some females of the worst kind in the doorway and on the ground floor.”)
The streets do not exist today. They were situated in the block between Vognmagergade, Landemærket, Gothersgade and Lønporten.