The Blue Destiny Brothel is a location mentioned on the computer of Herbert Dashwood. He described it as "the Best Damn Whorehouse in the Capital Wasteland. Strong booze and soft women. It was shut down in the summer of '49 when most of the ladies died of a Cholera Outbreak."
This location does not exist in the game. It appears the game designers never added it or it just simply no longer exists, since it was shut down in 2249.