[quote=@Dark Light]
[@xodus]

I'm assuming we didn't just suddenly appear in some random cafe. Surely it must be some sort of 'closed door' hidden A.M.R.O base not open to the public?

Secondly where is the destroyed estate located? Can we go there?
[/quote]

Not likely as the Legendes are pretty much Carribean themed and their home, the main one, is in a different area than where Anya was last spotted. Right now their first priority is collecting the survivor before something happens to her. 

Add on: I also assumed that they appeared in the cafe but their entrance was hidden by alchemy, making it where it seemed like they were there all along or they are in an alchemy sanctioned part of the cafe where it's not uncommon for alchemist to pop in and out in various ways.