There is a place at the end of the universe. Which could be described as a tavern that serves from the lowest of commoners to the highest of kings, and the entities that occupy a conceptual space above, bellow and sideways to commoners and kings.
For a moment, Lord Grayhunt wonders if he somehow went to the spirit world, or if a witch gave him this hallucination, but the Bar is kind enough to explain this place.
What an impossibly charming place, and so terrible that he can't bring his children and love in here. He can just imagine the smile on Sophia's face after discovering the Bar's extensive library. In lieu of bringing them here, Lord Grayhunt will instead buy a small fortune in books and weird devices, and talk with other patrons to collect stories to share with his family.