I can't 100% confirm, but I believe part of this weeks episode was shot at the former  Fort McPherson Army Base outside of Atlanta.  The base was deactivated {1885 - 2010} and purchased by Tyler Perry, Tyler Perry Studios.
Sleepy Hollow does a lot of filming in Eastern North Carolina and has also shot on location at Stone Mountain, GA near Atlanta.
If it is in fact Tyler Perry Studios/Fort McPherson used in the episode, the location is also the home of Ezekiel, Shiva and the members of The Kingdom on AMC's The Walking Dead.  The location is one of the few spots used by TWD that is not in the area of  Senoia, GA .Â
Jenny Mills and group going out to meet the Four Horseman {Is that Fort McPherson/Tyler Perry Studios outside of Atlanta}