From Halopedia, the Halo wiki
Universe and lore
The map is set in and around the West Market of Mombasa, Earth. It takes place after the Battle of Mombasa, as the city is in the midst of an urban renewal. While the plan to rebuild the city was ambitious and expensive, investment from the UEG and UNSC activity at the Voi Excession has led to some of the metropolis being revitalized. Numerous businesses like The Roost Star and Kuku's Cafe dot the map, while streets like Haller Street and Kuku Street cut through the area. A partially-constructed space elevator can be seen to the southeast, possibly a repaired Mombasa Tether or simply its replacement.
The following are locations on the map that are so named on the player's heads-up display during gameplay:
The map was first shown unnamed in the A New Generation trailer, and was eventually shown in more detail with hints to its setting in the Halo Infinite Multiplayer Overview trailer. Finally, in a Canon Fodder post on Halo Waypoint, Bazaar had its name revealed and further story details divulged.