Hi Leslie,
Thanks for reaching out!
With recurring events, the venue will be the same for all occurrences within the series, and unfortunately there isn’t a shortcode or other out of the box way to change this. However, once you have created the series, you can go into the individual occurrences and change the venue for that occurrence by breaking it from the series (this post has a good explanation of this and also suggests using tags/categories to “regroup” the events).
If you are handy with code, you could also adjust the venues in the database, as described in this post.
If this is a feature you would like to see implemented in the future, we would appreciate your vote in our Feature Ideas forum!
I hope that helps! Please let me know if you have any more questions.
Thanks,
Jennifer