The Market Warehouse is a warehouse in Denerim filled with wooden crates, boxes, and barrels.
The Warehouse is located in the Denerim Market District, west of Wonders of Thedas. It is not marked on the map. You can encounter Shivs here, and while he doesn't have dialog options, he is involved in a quest called Solving Problems.
The Warehouse is also a target of the Warden in the quest Crime Wave given by Slim Couldry in the Market District. Slim says that Arl Howe is temporarily storing a cache of silver within the Warehouse. He warns you that the Warehouse will be guarded by a group of Howe's men. This information will cost you 4 sovereigns to obtain.
Obtaining both Solving Problems and the Warehouse Stage of Crime Wave together will not conflict. Both Howe's men, the chests of silver, and Shiv with his body will be in the Warehouse all at once.
There is also a hidden Grey Warden cache located here but it is only available after rescuing Riordan and later questioning him at the Arl of Redcliffe's Estate. The Warden's cache is behind the bookcase at the back, on the south side of the warehouse.
Thugs while on the quest Crime Wave they seem to have a fixed level of 7 and 8 for the leader.
Items, source: Warden's cache. , source: Warden's cache. , source: Warden's cache.