Aegon's wall is a small town several days from the Red Keep. It was mentioned in Sunken Treasure by Grayson, who had been going to the walls in the same week Drake was ill. It is unknown if the location is in The Empire
No history has been briefly mentioned about the location,"Aegon's Wall".
As mentioned by Grayson, Aegon's wall is located a few miles from the Red Keep. It can be seen from The Red Keep in Witnesses.