Well before he became professionally homeless, Sullivan did travel the world 'collecting artifacts' according to his attorney. We might be recreating one of Sullivan's trips trying to gather things. Much like we recreated Brandon's final days so we could unravel what happened to him, we may be doing the same for Sullivan and Deidre now.
Edit: To agree with what someone said above Sullivan may have found the 'four elements' he needed at these four locations. We are probably recreating the trip he gathered the ingredients for his last big spell. That was likely obvious to everyone before this, but I'm slow today.