Downton Abbey. Episode 8 makes a brief reference to Hampshire, a county outside of London, but that's all the info we get. The show itself was filmed in Vancouver.
Bly Manor star Victoria Pedretti told that exterior shots used a lot of green screen. “The inside of the house was a set, but when we were shooting exteriors, we were in front of a large blue screen." So finding the real house (haunted or not) might actually be impossible.