AH HA!
See...stubborness and persistence really does pay off sometimes.
You have to bulldoze the lot once, which will change it to a community lot/no visitors allowed. Then click on the lot icon, change it to the lot type you want....doesn't matter if it's a future lot, one from Late Night <like exclusive lounge>, whichever....THEN you can place the building from the other city.
One thing I did notice is that some of the Late Night buildings have the subway entrance merged with the building on the lot. I'm about to go in and see if my game will crash....follow-up forthcoming.
-Nano
aaaand....she <my sim> enters the exclusive club, auto-switches to her formal wear <like expected>, gets on the elevator, rides up to the club, bribes the doorwoman, and she's in...
YAY!
now...let's see what happens when she tries to use the subway....and the subway is greyed out because obviously I never tried to put in an opposite end to that system, or even know if it's possible at this point.