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, 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.
Thugs while on the quest Crime Wave they seem to have a fixed level of 7 and 8 for the leader.
Several chests and boxes.