They are usually linked with the south side of Tenerife, especially the high end resort areas around Costa Adeje. That is where you find the more private villas, better hotels, and places that work well for people who want less attention.
I would not treat celebrity sightings as a travel guide, though, because famous people often move around or stay quietly in private accommodation.
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The main point is that the more upscale part of the south is where that kind of stay would make sense. It is not a public rule, just the most likely area.