"I will not be lectured by the man who let Gellert Grindelwald slip through his fingers—"
-- President Picquery to Heinrich Eberstadt, the Swiss delegate, after the confrontation at the chateau (WFT)
The chateau is a “large, isolated, derelict chateau,” very likely located in Switzerland, which was the scene of a confrontation in 1926 between Grindelwald and five Aurors. It didn’t go well for the Aurors. From that battle, Grindelwald apparently fled to the United States (WFT).
Interestingly, the date given in the script -- 1926 -- reveals that Grindelwald had been in New York for less than a year when he was captured in the guise of a powerful MACUSA Auror. One wonders what magic he used to impersonate that Auror. If he used Polyjuice potion, that Auror would have to have been held somewhere, still alive.