That is an interesting idea to consider about. I sometimes also have that thought bothering me. Therefore I typed the "Boss' living place" option, in case there is no such thing as "BO Headquarter" and "main hide-out", thus the only mystery left is Anokata's location (The "/" in my list stands for "or" btw, it doesn't mean that those 3 terms are pointing towards the same thing).
I doubt that someone who is cautious as The Boss would build a fancy and too noticeable building as the main hide-out of the BO. If something like that does exist, it should be underground or something like that.
And like Chekhov said, the correctness of the term "HQ" depends on the identity of the Boss and the true significance of the BO. E.g. If Kogoro was Anokata, than we couldn't just consider "The Mouri Detective Agency" as a HQ. And if the BO only have like 20- members in total, I don't think that they even need a HQ.