Ever since seeing both the teaser and the official trailer for AUJ it always seemed to me that these scenes took place in Dol Guldur.
However, upon further inspection (and after seeing the film), I highly doubt this. I think it is more likely that they are from the High Fells (which may probably make it into the EE).
The first two images seems to be a no-brainer in the fact that they leads immediately to the third image. Apart from that, the idea of the "a tomb so dark" as spoke in the White Council seems more appropriate:
Image 1 Image 2 Image 3 On the other hand, this
website explains how the images might all relate to Dol Guldur.
Has anyone else thought about this and where the place might actually be?