"I will not be lectured by the man who let Gellert Grindelwald slip through his fingers—"
-- President Picquery to Heinrich Eberstadt, the Swiss delegate, after the confrontation at the chateau (WFT)
The chateau is a “large, isolated, derelict chateau,” very likely located in Switzerland, which was the scene of a confrontation in 1926 between Grindelwald and five Aurors. It didn’t go well for the Aurors. From that battle, Grindelwald apparently fled to the United States (WFT).
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Notes
Interestingly, the date given in the script -- 1926 -- reveals that Grindelwald had been in New York for less than a year when he was captured in the guise of a powerful MACUSA Auror. One wonders what magic he used to impersonate that Auror. If he used Polyjuice potion, that Auror would have to have been held somewhere, still alive.