Did some digging, turns out the Pegasus Museum building was at one point a DIY music venue called Paper Sun (archive). Here's a Facebook local business page (archive). Last post from 2014 and appears to be closed.
What is Paper Sun?
"If it wasn’t for the telltale black balloons hanging outside a Columbia Heights alleyway, you might not have been able to find Paper Sun — a two-story warehouse/art space where local bands practice and sometimes even play intimate shows. The cloistered garage provides a great off-the-beaten path venue away from crowded bars like Wonderland Ballroom, and great acoustics." Source (archive)
I found these by looking at the Flickr gallery (archive) of photographer Chris Chen (Fur Cafe).
The Outside Door
He has a Flickr gallery called Rock & Roll Flea @ Paper Sun (archive) from July 2013 which includes this photo (archive) (source) of three hipster looking folks standing outside the building we now refer to as the Pegasus Museum. Here is another photo from 2010 of folks standing outside the door (archive) (source). Notice the stairs going up.
Here's the same door on Google Maps (street view link)
And this photo of two women sitting next to a garage (archive) (source) that appears to be the same garage doors across the street from Pegasus. Here's the same garage on Google Maps. Notice the crack in the siding and the chipped brick.
This photo looking down stairs (archive) (source) toward a doorway appears to be the same door that the woman was coming out (archive) of in the other photo. You can tell by the cracks on the concrete outside and the stairs are visible in this photo from outside.
This leads me to believe that the rest of the pics (archive) at Rock & Roll Flea were from upstairs. The event itself looks like a punk rock flea market with artists, music, etc. Nothing suspicious with that.
This gives an idea of what the upstairs of the Pegasus building looked like in 2013.
More photos tagged "Paper Sun" (archive) on Flickr. It looks like they had some art shows other events there.
Video of a band performing at Paper Sun (archive) - Looks like it was on the first floor, rough brick walls. Same room as "kill room"?
NOW THIS IS INTERESTING!
THIS PHOTO source (archive) has the same "tree trunk" table that we saw in the Joe Corbin Wills photos. It was taken from above, in what I assume to be from that mysterious 2nd story doorway. Notice the "coat hanger stain" on the floor is visible in both pics. Hint: It's partially under the milk crate to the left of the girl's chair. Same room. Same building.
When did JA buy the building and start renovating it?
What ever happened to Paper Sun? Why did it close? Did JA own it while it was Paper Sun?
If you look at all these photos, you can start to get a sense for how the upstairs and downstairs in this building looked at one point. The layout, room sizes, locations, etc. It might also rule out some more sinister or suspicious theories about what's inside, although we don't know what JA has done with the place since these photos were taken.
(Edit: formatting / archiving)