The Troika! RPG is explicitly anti-canon, and although I have played a bit of it, again and again I am blindsided by where the city actually is. Sell does an incredible job of hinting at locations throughout his books (the main Rulebook as well as Get it at Sutlers) without fleshing them out.
One of the ways in which I nest myself in a game or setting (think of a hamster tearing apart newspaper or a weaver-bird spinning their nest) is by very explicitly putting myself in place. By imagining the space and its locations, individuals and their characteristics I am effortlessly able to improvise due to literal and metaphorical cause-and-effect. In a sense this is parellal to the Blorb principles - although that is more about playing a simulationist game.
So the question arises: Troika?
Troika is located in a local draining point of the spheres. There are others (Brass City, Bastion), but the Phoenix Throne lays claim to this particular plug/whirlpool.
(Ah, to elucidate on the nature of the spheres. From the multi-paved streets, canals and monorails of Troika above arcs the Humpbacked sky with the millionmillion spheres. They spin and dance in sometimes predictable ways. To travel to a sphere is different and similar every time. From every sphere one can jump via barge to other spheres. If left to drift under power you would, however, eventually end up in Troika (All roads lead to Rome.)
It is "nowhere" but also "somewhere". It clearly has certain bounds like Wall, the Sea, The Shifting Deserts, the Under City and of course the Hump-backed sky. Some scholars posit that these places are merely large portals to other spheres without an iota of firm evidence.
It has existed forever. Having existed forever it is the accretion of endless civilizations, building styles, periods, vogues and technologies. Perfectly anachronistic. Cobbles give way to tar pavements, to plasteel walkways covering venetian canals to moving sidewalks. One might travel by carriage, by silver gondola, or by vacuum tube. There is no sense of a progression to an idealized future because all futures have already existed - there is merely what is currently practical or in vogue. This fits in neatly with the tides and orchestras of the spheres.
The past epochs fad of spherical travel via portal is slowly becoming impractical as the inherent issues continue to build up, keys are lost, and attitudes change. The once magnificent Golden Barges which (in lilting and mesmeric odes sung by fossilized thinking engines) used to adorn the skies are being reclaimed and put to work once again, and their bizarre traditions along with it. Nearly all Barges suffer from poor maintenance, and those that do still fly are either museum pieces, kludged family homes, time-lost, nearly fossilized port ornaments, or family heirlooms
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