Looks like he's at Mustafar to me, given his sweaty face, the red background and the long walkway stretching into the distance. Maybe he's turning to face Obi-Wan/Padme on the landing pad?
The dream sounds cool, Anakin tells Sidious his deepest fears and of course, fear is the ally of the Sith and the path to the Dark Side. There's no doubt that this is how Sidious discovers that Anakin is married and expecting a child (maybe more than the Jedi know at that point?), which means that Padme could be a very valuable chip to Sidious later in the film. I suppose Anakin, not wanting Padme to die and terrified of a repeat of the situation with his mother, will be bending heaven and earth to get the ability he needs to stop it. Maybe he's so caught up in changing the future, he won't fully understand the gravity of what he's doing in the present.
"Always in motion, the future is"
It might work against Sidious when Anakin is the one choking her and he clicks this is the realisation of the preomonition, one would think it almost enough to knock him right away from the Dark Side?