Bad guys don't pay rent because sometime before the prologue they seized a volcano lair.
If you really fancy a secret place to plot our vicious deeds, I technically live in an archipelago of rugged *volcanic* isles. The only problem being that we are well into Act 1 and maybe underbudgeted to afford a flashback but something will come up, I'm sure. The Hero of our story is yet to enter the Belly of the Whale and suffer the Death and Rebirth, which is approximately the timestamp for us to grow more powerful than ever before—and thus, I suspect, be granted our volcano lair along a couple of custom trailers full of peeled pistachios and truly malevolent plan that will lead us into the climax.