Actually, :) what about a boarding house, as apposed to a brothel. A boarding house where the ladies who live there are all prostitutes. Many prostitutes of the Victorian era made more money that the standard working woman, had better health, better clothes, could afford to have a decent room, better food, and could go to the pubs, when THE VIRTUOUS woman could not.
They could frequent places the good woman/wife couldn't. Maybe doing a role play about their lives, sex, friendships, suitors, etc?