The Warehouse is a Safe House located at the Market District in Moresby. The leader of the warehouse is Simon Buchanan. The quest "Simon Says..." begins when you approach the area. After clearing out a small horde of undead attacking the area, it becomes a regular safe house. A merchant isn't initially available, but after completing "Spicy Drinks," Florencio Morales becomes a trader.
You can discover this safehouse during the Side Mission "Last Chance on the wall" given by Howard Craigson in the Church, as the first wall needed to be signed on with posters is right in front of the Warehouse.