On the ground-floor of the main gatehouse into Whitehall Palace, according to L&M’s Companion volume. I assume this is the Great/Whitehall Gate.
The overlays that highlight 17th century London features are approximate and derived from Wenceslaus Hollar’s maps:
Open location in Google Maps: 51.504889, -0.126085
Chart showing the number of references in each month of the diary’s entries.