Your procedure codes are not really the problem. You can use the therapy codes. It's your place of service. And since you know the insurance isn't going to cover it, it's really not going to matter. When the carrier denies and patient appeals, at most you'll just need to give them a letter describing services and where they were performed, your not obligated beyond that point.
That's correct that the insurance company can not guide with coding, they are not allowed to. You should go on and use the applicable therapy codes and make the place of service code 99 (other). You also could give them a letter on the facility stationary that would describe the services and where it's located. Not likely they are going to be successful at getting it paid at full unless it's a self-funded plan.