A key concept in a murder mystery game is the Crime Scene.

There's an equivalent in supernatural mystery games, but there's not necessarily a crime, so it isn't a Crime Scene.

What would you call a location full of clues from something supernatural that happened?

@armadajosh anomaly? containment area? ley line?
@armadajosh descriptor can frame intended interaction
@armadajosh Ground zero for the [fill in whatever you are calling your supernatural incidents in game].
@armadajosh hmm. I think it depends on the approach, but I'd say 'Anomaly' or incident.
@armadajosh I might go with 'haunted X'; not because everything supernatural is related to ghosts, but because the first investigations were of ghosts and the term stuck ever since, which is a nice lore detail.

@armadajosh Or possibly:

<something> site (similar to sites as in archaeology or construction).
'N+' as slang for supernatural (Natural-plus).

To get 'N+ site', or 'NPS', which is suitably cryptic that it wouldn't matter if random people overheard it.

@armadajosh If I remember the original Ghostbusters movie correctly, that was a „slime scene“ ;)
@armadajosh It's called nothing. Nothing happened here. We're refurbishing the area. Please go about your business, but first if you could just look right here, please...