The illuminati will see you now.
After arriving in the parallel world of Earth-838, Stephen and America are captured by Baron Mordo and taken before a group of super heroes that protect this world: The Iluminati.
For the labs and area immediately outside them, the production filmed at the Freemason’s Hall in London. The distinctive wrought iron gates, and floor emblem are noticeable in several interior images from Google Maps.
The lobby and stairwells of the Illuminati Headquarters were based on the central area of the British Museum. There’s nothing that points to any filming done at the London museum, and was most likely designed and built (partially) on a soundstage.
(Doctor Strange in the Multiverse of Madness, 2022)