Here's how to find it.
You have to have the Crazy Trainer before doing this.
I use DYOM's utility to browse the interiors to find Warehouse 2 easier.
Warehouse 2 can be found through another way:
Go to the Ganton Gym and kill everybody in there. Set a marker (Right Mouse Button) 2 blocks east of where you are currently and fly there. You should see a marker here. Try to fly to it. If an invisible wall blocks your way, use the Crazy Trainer to fly through it. Once inside, the interior should be:
1. A Brothel (those things you see on the 2nd floor of strip clubs)
2. A Record Label Hallway (the one from the mission "Cut Throat Business"
If it is one of these, then you're going the right way. Pause the game again and set a marker on East Beach, where the beach starts to end and fly that way. If an invisible wall blocks you from entering the marker, use the trainer and fly through it.
Once in the warehouse, fly high, and I mean pretty high. Now pause the game and set a marker near Santa Maria, on the bridge between LS and Flint County. Fly there, and you should see Liberty City in front of you. The Hyman Memorial Stadium is along the south side of the island, below LC. Go there if you want.