The embassy from the White Tower led by Coiren Saeldain, took place at Lady Arilyn's palace in Cairhien. After Coiren Sedai took over Dhulaine Mansion in the city, Lady Arilyn reportedly went to join her husband on a country estate.
Rand and Min were held in Arilyn palace for a while after their kidnapping by Elaida's Aes Sedai.
Cadsuane and her entourage later took Arilyn's palace as well. Here was where Cadsuane kept High Lord Darlin and Lady Caraline as "guest" until Dobraine freed them on Rand's orders.