The buildings did sit at the corner of West Broad and Sandusky Streets. It was built in 1865-66 and torn down in 1965. The site is presently occupied by the closed Graham Ford dealership, 707 West Broad Street. A few of the items form the chapel are at the Jubilee Museum, just east of 315. The records are probably out of state at the motherhouse of the Good Shepherd Sisters.
To see a few items from Good Shepherd, take the 11:00 tour open every Saturday at the Jubilee Museum. 57 South Grubb Street, Columbus. You can see the site of the old convent from the museum. firstname.lastname@example.org