The place is called Diplomat Hotel, which used to be a rest house and seminary developed into a hotel back in 1911. Located at the top of Dominican Hill, it has the best view of Baguio City. It used to have grand rooms and luxurious hallways made for the wealthy. There's also a rumor that priests and nuns were beheaded in this place during WWII which I think is possible. Lots of people were beheaded by the Japanese during those times.
I went to Baguio and was so excited to go there but didn't get the chance. I wanted to take a picture of the place myself and share it here but, clearly, it didn't go as planned
I just recently found out guys that underneath the cross at the top of the hotel is actually a hollow stone vault where the owner used to keep his gold. Interesting :)