All the writing (as in putting words on the page) happens in my room, at my desk. However, the inspiration, world-building, decisions made about the narrative can come at any time. I might be reading a book, playing a game, having lunch or just being out and about, and something may hit me - either a product of what I'm doing, or the environment, or for no apparent reason at all.
I don't have a physical "writing sanctuary" as such, but I guess I could say I carry it with me - in my head.