A moratorium is in effect on adding information from Fire and Blood until December 20th.
The Maidenvault is a long slate roofed Keep behind the Royal Sept in the Red Keep. It is called this because King Baelor I Targaryen confined his sisters, Rhaena, Elaena, and Daena Targaryen, to whom he was married, therein, to avoid them tempting him with carnal thoughts. Mace Tyrell and his entourage were housed here after the Battle of the Blackwater. Queen Margaery stayed in the Maidenvault even after her wedding to King Tommen.