Wasn't the Russian Orthodox Church converted into a nightclub? I think there were quite a few complaints about that and maybe it is not a nightclub anymore. It is near Xiang Yang Lu / Huai Hai Lu. Don't know exact address.
I was also unhappy with Cigna because they referred me to a facility in Malaysia and then did not pay, said I was not covered after the appointment (but beforehand they said I was...). I just got GeoBlue and it seems to be working out okay, I just had my first appointment at Bumrungrad and didn't pay anything. As you know, some credit cards offer travel insurance, however, you're right to get a comprehensive policy for expats. Be careful to read the small print.