Castle Lacroix was an old castle, built centuries ago, when vampires first took control of the territory. It was hidden in the mountains, away from any of the main roads, and its existence was kept a secret. Even most of the vampires living in the duchy weren't aware of it - those who heard of it believed it to be just a legend - and naturally, no one had any idea where it could have been located. Aside from the vampires of the high status, of course.
Romain Legrand, whose body Yu Qingyu took over, was, of course, one of them. He resided in the castle prior to becoming the duke, and would most likely return there once his rule came to an end. He had his own chambers there, which were currently unoccupied, and only maintained by two of his subordinates, awaiting his return in another twenty or so years - which, for a vampire as old as he was, would feel as nothing more but a blink.