They are in a great hole. In the middle of nowhere. The hole is an exact replica of The Great Hole of History.
Much like where the Foundling Father finds himself at the beginning of Act I, Lucy and Brazil find themselves in the replica of The Great Hole of History. The replica is significant here because with slavery and the long-standing history of oppression, black people in America don’t really have a history or identity that they can celebrate in the same way white America celebrates their founding fathers - thus exists a hole in their history. However, to cement this idea of lack of identity and ownership, The Foundling Father was forced to create his own replica of the "hole" so he could experience ownership. Now in Act 2, even after Lucy and Brazil lose their Foundling Father, they are still forced to reckon with the replica. Replica carries the connotation of cheap, knockoff, not as good as the real thing. Thus exists this cycle of repetition of loss - no ownership, losing a loved one - and only a replica of something to show for it.