According to Jim Thomas of the St. Louis Post-Dispatch, the Dome at America’s Center (f/k/a the Edward Jones Dome) would have been the site of the AAF games played in St. Louis, but the venue has a scheduling conflict on weekends in February 2019. The discussions happened as recently as last weekend, with efforts to find an alternative location for early-season games in St. Louis unsuccessful.
So how close was it to happening? Close enough that, according to Thomas, former Rams receiver Isaac Bruce might have become the head coach of the team. The AAF and Bruce had conversations about the Bruce serving in that capacity.
Bruce would have been an intriguing and unconventional choice, given that the other AAF coaches have coached at the NFL or major-college level. Bruce has no significant coaching experience (he has coached receivers at his former high school in Florida).
The XFL and another possible football league also have contact St. Louis about putting a team there. The AAF could still add an expansion franchise to St. Louis in the future, if the operation thrives.