Zygon cave

The Zygon cave was a cave inhabited by said species underneath a block of flats.

The Zygons used the location to keep the originals of people they copied including Clara Oswald. After Jac discovered this her and her UNIT troops were executed.

Kate Stewart later infiltrated the cave by pretending to be a Zygon. She then saved the Twelfth Doctor and Petronella Osgood from death by shooting “five rounds rapid” at the Zygons. (TV: The Zygon Invasion / The Zygon Inversion)

Behind the scenes
Images of the production team preparing the cave were released on the official website with the caption “the crew prepare the Zygon cave”.

Information from invalid sources
A Zygon cave was a cave within which 3 Zygons resided, with one jumping up and down, one walking left and right, and one mostly standing still.

After verifying that it hadn't materialised in the Weeping Angel graveyard, Little Miss Dee checked the Zygon cave for the TARDIS, as she had heard it materialising somewhere. She didn't find the TARDIS, as "only Zygons lived there" and, when they tried to negotiate a peace deal in which they 'could live happily amongst the humans', Dee thought "Uh oh, not again - that's one for the Doctor" and left quietly, going to the Cybermen spaceship. (WC: Doctor Who meets Mr. Men)