Would it sound awkward if I say "stay in" instead?
Native speaker’s answer
Rebecca
It would, yes! They use "at" since they're talking about Andy's place as a general location. You could use "in" for countries, cities, inside a space, and vehicles. Ex: I'm going to be in Spain for my vacation. Ex: I'll see you at the restaurant! Ex: I didn't see the keys in the car. Ex: Were you at the mall?