Yes, except you need to use the definite form "stedet".
I would favour "er", unless it was understood that that place was actually a building.
Yes, "å finne sted" is an idiomatic phrasal verb, just like "to take place" in English.
It's more toward the formal register compared with "å skje" (to happen), and sees frequent use in newspapers when describing events.
It could be, but we're likely to drop the verb altogether and answer with only a preposition and the actual location: "i byen", "hos Ole", "på møterommet i andre etasje".
I can hear it fine on default speed, but the words do flow into each other, as they would IRL.
It may help to listen for the extra syllable rather than for the word itself, as the "d" is easy to miss, especially if you're on a device with less than stellar audio, and the "t" silent: "hvor-finn-er-(d)eh-ste(d)".