The Hotel = Lemp Mansion in St. Louis
As mentioned before this is the Lemp Mansion in St. Louis.
https://en.wikipedia.org/wiki/Lemp_Mansion
I verified this by tracking down Melissa Wideman, the housekeeper in the show who's housekeeping service takes care of this place.
This is another lame episode where they are taking obviously famous ghost stories and locations and spinning it like a new story. They've been writing ghost books about this place since 1980.
This show used to have some great, original stories from regular people. Unknown stories. I can't bear to watch this garbage anymore.
BTW, that Melissa chick got terrible reviews on her cleaning company. LOL.