The Royal Palace (Location)
Situated at the north of the city, the Palace is one of the best guarded areas in Alexandria, as you might expect. But it also has three treasures in sore need of liberating. Two are in the central house.
The third is the the wing just northeast of the central house.
A good approach, intending you don't just want to slaughter everyone here (which is certainly within your powers once your level has reached the teens), is to approach by water from the west, and use the shrubs and rooftops to advance. The latter are actually preferable- there are so many guards around it's easy for you and Senu both to miss one around a corner somewhere. So while you might run smack into one unexpectedly patrolling the garden, there are no patrols on the ridgepoles.
The northeast building has entrances north and south. The guard by the north door never seems to leave his position, so south is a safer bet- dropping down from the roof and then under the colonnade.
The treasure is on a table in the corner.
The other two are in the central building of the complex.
Both are on the ground floor, but the two door guards are always there. If you want to avoid conflict, enter through the upper windows (and even you do want conflict, you may find it easier to attack them from behind and/or lure them into the building, rather than start a fracas smack in the middle of the palace grounds).
The first treasure here is back on the ground floor, by a lionskin.
The next and last in the room to the south, in a red chest behind some pillows.
Snagging this last treasure completes the location.