A mercenary could be built but since it would not be a building owned by the country, the mercenaries have to pay for it themselves.
There is a mission that could bring in enough money to construct the camp and which can only be taken by mercenaries.
Or rather - missions. The group that attempts this will have to choose a sponsor which can lead to a different mission depending on the client. It is only possible to choose one since the others will hire different mercenaries after you choose one.
Visganro: A great power of Monoria with ridiculous amounts of money that is seen as a haven for mercenaries looking for work since their main force consists of mercenaries. It is hard to say what their mission would be.
Zacez: A great power that is highly democratic but hates Non-Eophrims. A mission from them could entail to hunt some of them but it could be something else.
The Etingnean Empire: An empire that has existed for hundreds of years and is still slowly expanding. They had a change in rulership recently so there are some regions with a bit more unrest than usual that might need a control check to see if no rebels are gathering.
Kurhkas: Kurhkas is a stratocracy - led by the military - that split off the Atypian Empire in the past to become its own country. They have recently gotten into colonization and might prefer to use foreigners to scout out islands to keep their main force home.