The Old Phoenix is at an interuniversal nexus. Thus, it is located between universes, not at the end of worlds. Also, the words "universe" and "world" have different connotations. Given these clues, we might be able to deduce where some other Free Houses are located?
The Time Patrol prevents variations in reality whereas the Nantucketers inadvertently cause one. In fact, one Nantucketer demonstrates that there has been a variation in reality by reciting the Odyssey to Odysseus. The Free Houses exist in a context of many variant realities. Those who exit the Worlds' End return to the worlds from which they came or to very similar ones.
Our next question is "What is a reality storm?"