Pyramid of Yherizan
From A Wiki of Ice and Fire
A Dance with Dragons
After being unleashed with his brother Viserion on the city, Rhaegal makes his lair here and as a result it has been abandoned by the Great Masters of Yherizan. The pyramid is now a smouldering ruin and its former occupants are either dead or in flight.
Shortly after Prince Quentyn Martell dies in Daenerys Targaryen's bed, Ser Barristan Selmy stands on the highest step of the Great Pyramid. He notices that whips of smoke still rise from the smouldering ruin of the pyramid where Rhaegal hulks in the gloom like a fat woman bedecked with glowing orange jewels.