I'm not sure where it was held. I've heard Lothlorien but while that would make sense as a staging ground before moving against Dol Guldur I am not aware of any conclusive textual evidence for this (though that doesn't mean that none exists). We know from The Hobbit, Queer Lodgings that Gandalf had "pressing business away south", so I would assume that the meeting was held in either Lothlorien or Isengard given the (presumed) membership. Imladris was on too similar a latitude to be "away south", I think.
I believe Galadriel called the first White Council so that at least was presumably held in Lorien and Lorien was well-protected because of Nenya, so I think a decent case could be made that it would be the chosen location. However, I can't really think of anything conclusive.