Every state's laws are different as far as what they acknowledge when it comes to entity structures and how they're treated in the event of a lawsuit. 

Most likely the state where the property is located is where lawsuits would be brought if they are something for personal injury like a trip and fall or something of that nature because the “cause of action” arose in that state.

Liability covers you against lawsuits relating to claims of Bodily injury and property damage.  

Currently doing an analysis on a house 4 bed 1 bath, 1,857 sqft 1948on the market for +90days Asking for 111,900k Will ask for 105k (we’ll see) There’s a workshop that can be possibly fixed up and covered into a guest house (in law suite) Question is what is the potential value of a guest house?

We have come across single family homes with in-law suites and we're still educating ourselves on them. 

You might be able to get away with an in-law suite addition that is essentially a separate unit but Ladue can be picky in what they will and won’t allow.

In other words, I assume you can't have a LLC inside your solo 401k, so how do you protect it against lawsuits.

The majority of the lawsuits attempted against these restrictions have lost (even with bug corporations like Airbnb hiring literally hundreds of high-paid lawyers with degrees from Yale and Harvard). 

For example, legal fees can fit into both - there might have been some lawsuit that is now settled (one-time), but there might be regular review of contracts and urge documents that recur.

I'd go for the Wyoming LLC personally, but I really value anonymity and paying as little tax as possible.The anonymity I understand conceptually but can’t the corporate veil be pierced as soon as you are party to a lawsuit?