I would suggest that if one was not located in either 219 or 223 Baker Street, it would at least have been in the same block of houses as 221B. It is likely that access could have been gained from house to house through the attic / loft spaces (such was the case in a least one of the houses I have lived in where there was no division between ours and our neighbour's loft). This would allow Holmes to be out and about while watchers believed he was safe at home.