Creates a physical location on the merchant and appends its id to the merchant's locations index. name, address, mcc and phone are required and are stored exactly as supplied — a location never inherits the merchant's own values. If bankingId is supplied it must reference an existing bank account on this merchant, otherwise the request is rejected with HTTP 400. connectionData is optional per-connection configuration: at most one entry per processor, whose value must be a recognised processor name. Entry ids are server-minted — supplying one on create returns HTTP 400. Entries for Preczn-managed processors (currently AdyenForPlatforms) are written by Preczn, not by clients: supplying one returns HTTP 400. The merchant does NOT need an existing connection for that processor, since these values are an input to boarding rather than a result of it.