Jack of Shadows has the habit of inviting his women to his castle, Shadow Guard. He invited Rosie:
"Is there really a Shadow Guard?" she asked Him. "A castle of high, shadow-decked halls, invisible to your enemies and friends alike, where you would have taken that girl to spend her day with you?" "Of course," he told her. ~Roger Zelazny : Jack of Shadows
And also Evene:
"No eyes but mine have ever looked upon it," he said, "for it is always hidden by shadows. It is a great, sprawling place, of high, torch-lit halls, underground labyrinths and many towers. On the one hand it faces some light, and on the other the darkness. It is furnished with many mementos of the greatest thefts ever committed. There are things of great beauty there, and things of incalculable worth. The shadows dance in its corridors, and the facets of countless gems gleam brighter than the sun of the one-half world. That is the place you mock: Shadow Guard, next to which your master's keep is but a pigsty. It is sometimes, true, a lonely place; but the real Evene will brighten it with her laughter, touch it with her grace..." ~Roger Zelazny : Jack of Shadows
But later, when Jack takes the keep of the Lord of Bats, he renames it Shadow Guard.
So if he did not have a castle when he courted Evene of Fortress Holding, where did he plan to take her after acquiring the Hellflame, the bride-price for her? Seeing that unlike Rosie, a simple human girl, Evene was the daughter of the Colonel Who Never Died what would Jack have done when she asked him to take her to his castle? Wouldn't admitting he's got no stronghold like the rest of the powers made him ridiculed by them?