I have found 5 more places (see first post updated):
Gadshill, Henry IV, part 1 : 2, 2
the Abbey at Bury St. Edmund's, Henry VI, part 2: 3, 1
The Duke of Albany's palace., King Lear : 1, 3
Rochester, Henry IV, part 1 : 2, 1
Corioli, Coriolanus : 1, 2

8 places are still missing, does anyone know where they are ?
Bangor, Henry IV, part 1: 3, 1
Belmont, The Merchant of Venice : 1, 2
Langley, Richard II : 3, 4
Pomfret castle, Richard II : 5, 5 and Richard III: 3, 3
The Duke of Albany's palace., King Lear : 1, 3
The Earl of Gloucester's castle., King Lear : 1, 2
Yorkshire, Gaultree forest, Henry IV, part 2: 4, 1
Sandal Castle, Henry VI, part 3 : 1, 2