Before he even lit the cigar, Zhang Heng was already prepared to face everything that came his way. With the current strength he had, there was no need to worry about the similar tests he would face. According to Miss Bartender, the Shadow-set's original owner should have died a long time ago, which meant that there was not much power left in the items.
This implied that Zhang Heng would not get much power from these set-items, but it did not mean that this wouldn't be a safe trip for him. Considering how he had killed one of the Four Horsemen of the Apocalypse, it was unlikely that an ancient god forgotten by time would cause him too much trouble.
When the smoke dissipated, a run-down scene appeared before Zhang Heng, one that perfectly matched the Shadow-set items. He was, however, bewildered, when he saw the building in front of him.
In his dream during the Alien quest he completed not too long ago, he had visited this seaside town.