[A parade? He's thrown multiple parades. And one of these days plans to parade all of Cobra throughout Washington D.C.]

No, I suppose it wouldn't.

[He is going to answer the location question. It's just going to take him a moment to think of the right way to hide it.]

I should be arriving at the site of your previoussss theatrics soon. After that, I'm planning to head near a certain lake, and sssset up base camp.

[In other words, he's heading to Ecruteak and then from there to Mahogany.]