The exterior of Russell Edgington's mansion is actually the antebellum estate Longwood (aka Nutt's Folly) in Nachez, Mississippi. The estate, which is built in the shape of an octagon, was commissioned for cotton planter Dr. Haller Nutt in 1859 and designed by Samuel Sloan, but work was halted by the Civil War and then by Nutt's death in 1864. Only nine of the 32 planned rooms in the residence were completed.
Eric tells Sookie that he & Godric posed as SS officers during WW2. But in S2, E6, Hard Hearted Hannah, Lorena tells Eric that she hasn't seen Bill in over 70 years, to which Eric replies that he hasn't seen his maker in much longer than that. As Godric was Eric's maker, they could not have been together during WW2 if they had not seen each other in much longer than 70 years. Edit: Eric is remembering parts of his past in this episode, he hadn't remembered that until now. Which is why he believed him and Godric hadn't seen each other in over 70 years.