Charles Ellicott Commentary 1 Samuel 22:4

"And he brought them before the king of Moab: and they dwelt with him all the while that David was in the stronghold." — 1 Samuel 22:4 (ASV)

While that David was in the hold. —This “hold” is, of course, identical with the “hold” of 1 Samuel 22:5, from which Gad the prophet directs David to depart, and to return into the land of Judah. It was, most likely, in the Land of Moab.