It needs Denathrius’s personal Cathedral residence built where the currently under construction Exposition Pavilion currently is.
His residence should have the usual Revendreth Architecture and have a Dungeon or Raid installed in it.
Why you may ask? Because the 10.1.5 Warlock Questline reveals that Lord Banehollow has been running Darkmoon Isle until the Player Warlocks come in and kill him.
https://ibb.co/album/0pc5w2
Lord Banehollow is a Nathrezim(they all serve Denathrius by the way) so that means that Denathrius is the owner of Darkmoon Isle(which is probably somewhere in Revendreth as likely as not) and that Silas Darkmoon is renting off of him.
Of course since the Faire is only present one week of the Month Blizzard can have Denathrius’s lackeys run the Circus on the Isle during the rest of the Month and allow us to visit during those times. Zovaal is dead so Denathrius might as well work on making himself richer while demanding Anima tithes extracted from the Nathrezim’s victims as he lounges about his new home.