IT's in a the gaurded complex, in the temple district. I think it's marked on your map. Walk past the temples till you get to a building with an orange roof. That's it. You can't see the door so just move the mouse around till you find it. Celestial Fury is carried by a kensai on the second floor. This is a pretty tough building.
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visit
www.zipworld.com.au/~wsgs