I'm a little confused as to what the convenience is. Is it because Vee happens to be in the same city that June happens to be having to go to, because of her new assignment? What was Vee's reason for coming to the city originally, when he killed June's parents?
The phrase "waking nightmares" interests me. Are they something Vee would be resistant to or have an advantage in fighting? He may consider it a safe haven because most of the people who would want him dead would be more threatened by the nightmares than he is.
How well do you have your setting mapped? Maybe Vee isn't in that city, but the shortest route to get to where he is goes through there.
What if Vee wanted to go to the same city, to come after June, for payback, for the times that June kept intervening against him before?